+84.8%
IEMG vs ACM
-22.3%
+107.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.2% |
| 7D | +1.6% | -3.7% | +5.3% | +2.5% |
| 30D | +4.6% | -12.7% | +17.3% | +7.7% |
| 3M | +4.8% | -9.8% | +14.6% | +6.8% |
| 6M | +16.8% | -31.4% | +48.2% | +27.8% |
| YTD | +24.8% | -32.1% | +56.9% | +36.2% |
| 1Y | +34.3% | -47.8% | +82.1% | +57.4% |
| All | +84.8% | -22.3% | +107.1% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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