+85.8%
IEMG vs ACGL
+29.8%
+56.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | 0.0% |
| 7D | +2.8% | -2.9% | +5.7% | +2.7% |
| 30D | +4.6% | -2.8% | +7.5% | +4.5% |
| 3M | +5.5% | +6.8% | -1.3% | +5.2% |
| 6M | +19.7% | -1.5% | +21.2% | +19.7% |
| YTD | +25.5% | -0.2% | +25.7% | +25.4% |
| 1Y | +35.5% | +5.3% | +30.2% | +34.9% |
| All | +85.8% | +29.8% | +56.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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