+48.3%
IEMG vs ACI
-39.5%
+87.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.1% |
| 7D | -1.3% | -3.7% | +2.5% | -1.2% |
| 30D | +1.9% | +0.6% | +1.3% | +1.9% |
| 3M | +1.4% | -20.3% | +21.7% | +2.0% |
| 6M | +15.2% | -24.7% | +39.8% | +15.9% |
| YTD | +23.8% | -27.2% | +51.0% | +24.7% |
| 1Y | +30.7% | -32.7% | +63.4% | +32.3% |
| 3Y | +83.3% | -43.9% | +127.2% | +87.5% |
| All | +48.3% | -39.5% | +87.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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