+88.0%
IEMG vs ABCL
+105.4%
-17.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.7% |
| 30D | +4.6% | +65.1% | -60.4% | -0.8% |
| 3M | +5.5% | +111.1% | -105.6% | -3.0% |
| 6M | +19.7% | +231.6% | -211.9% | +4.9% |
| YTD | +25.5% | +234.5% | -209.0% | +9.2% |
| 1Y | +35.5% | +174.3% | -138.8% | +19.4% |
| 3Y | +88.0% | +111.5% | -23.5% | +64.6% |
| All | +88.0% | +105.4% | -17.4% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling