+43.8%
IEMG vs ABCL
-81.0%
+124.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.1% |
| 7D | +5.3% | +4.4% | +0.9% | +4.8% |
| 30D | -7.2% | -7.9% | +0.7% | -6.7% |
| 3M | -8.1% | +12.2% | -20.3% | -9.5% |
| 6M | -6.7% | +134.7% | -141.5% | -15.3% |
| YTD | +11.6% | +239.8% | -228.1% | -2.6% |
| 1Y | +11.4% | +192.7% | -181.3% | -1.6% |
| 3Y | +69.3% | +187.6% | -118.3% | +44.2% |
| 5Y | +34.9% | -22.6% | +57.5% | +23.4% |
| All | +43.8% | -81.0% | +124.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling