+49.9%
IEMG vs ACM
+2.7%
+47.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.3% |
| 7D | +1.6% | -3.7% | +5.3% | +2.6% |
| 30D | +4.6% | -12.7% | +17.3% | +8.2% |
| 3M | +4.8% | -9.8% | +14.6% | +7.1% |
| 6M | +16.8% | -31.4% | +48.2% | +29.4% |
| YTD | +24.8% | -32.1% | +56.9% | +37.9% |
| 1Y | +34.3% | -47.8% | +82.1% | +60.7% |
| 3Y | +87.0% | -22.1% | +109.0% | +91.3% |
| 5Y | +49.9% | +1.8% | +48.1% | +39.3% |
| All | +49.9% | +2.7% | +47.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling