+48.3%
IEMG vs ACHR
-42.8%
+91.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.0% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | +1.9% | -11.3% | +13.2% | +2.8% |
| 3M | +1.4% | +5.3% | -3.9% | +0.4% |
| 6M | +15.2% | -13.2% | +28.4% | +15.6% |
| YTD | +23.8% | -25.8% | +49.6% | +25.4% |
| 1Y | +30.7% | -34.3% | +64.9% | +32.7% |
| 3Y | +83.3% | -19.9% | +103.2% | +74.8% |
| All | +48.3% | -42.8% | +91.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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