+58.6%
IEMG vs ACHR
-45.8%
+104.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.1% | -0.1% |
| 7D | +1.6% | -2.7% | +4.3% | +1.8% |
| 30D | +4.6% | -12.1% | +16.8% | +5.6% |
| 3M | +4.8% | +3.4% | +1.5% | +3.9% |
| 6M | +16.8% | -15.6% | +32.5% | +17.5% |
| YTD | +24.8% | -26.9% | +51.7% | +26.6% |
| 1Y | +34.3% | -34.8% | +69.1% | +36.5% |
| 3Y | +87.0% | -19.2% | +106.2% | +78.0% |
| 5Y | +49.9% | -43.8% | +93.7% | +36.8% |
| All | +58.6% | -45.8% | +104.4% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling