+57.6%
IEMG vs ABCL
-82.9%
+140.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.5% |
| 7D | -0.9% | -9.6% | +8.7% | 0.0% |
| 30D | +2.1% | +7.2% | -5.1% | +1.3% |
| 3M | +4.6% | +105.5% | -100.9% | -3.2% |
| 6M | +14.0% | +193.0% | -179.0% | +1.7% |
| YTD | +22.3% | +205.8% | -183.5% | +8.1% |
| 1Y | +30.7% | +144.4% | -113.7% | +17.1% |
| 3Y | +83.2% | +93.3% | -10.1% | +61.7% |
| 5Y | +47.0% | -44.9% | +91.9% | +37.4% |
| All | +57.6% | -82.9% | +140.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling