+50.6%
IEMG vs ABCL
-39.9%
+90.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.6% |
| 30D | +4.6% | +65.1% | -60.4% | -1.2% |
| 3M | +5.5% | +111.1% | -105.6% | -3.5% |
| 6M | +19.7% | +231.6% | -211.9% | +4.1% |
| YTD | +25.5% | +234.5% | -209.0% | +8.4% |
| 1Y | +35.5% | +174.3% | -138.8% | +18.5% |
| 3Y | +88.0% | +111.5% | -23.5% | +62.4% |
| 5Y | +50.6% | -37.3% | +87.9% | +37.5% |
| All | +50.6% | -39.9% | +90.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling