+311.3%
ARM vs IEMG
+85.6%
+225.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.6% |
| 7D | +11.4% | +2.8% | +8.6% | +5.5% |
| 30D | -7.4% | +4.6% | -12.1% | -15.4% |
| 3M | -24.5% | +5.5% | -30.0% | -30.4% |
| 6M | +128.7% | +19.7% | +109.0% | +70.5% |
| YTD | +139.3% | +25.5% | +113.7% | +59.8% |
| 1Y | +88.0% | +35.5% | +52.4% | +8.4% |
| All | +311.3% | +85.6% | +225.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling