+145.4%
IEMG vs ACM
+231.3%
-85.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +2.2% | -3.7% | +6.0% | +3.4% |
| 30D | +4.6% | -11.1% | +15.7% | +7.9% |
| 3M | +0.4% | -8.0% | +8.4% | +2.1% |
| 6M | +16.4% | -29.7% | +46.0% | +28.6% |
| YTD | +25.4% | -29.4% | +54.8% | +37.7% |
| 1Y | +38.3% | -46.4% | +84.7% | +65.2% |
| 3Y | +84.1% | -22.3% | +106.4% | +92.2% |
| 5Y | +49.0% | +4.5% | +44.5% | +39.2% |
| 10Y | +141.8% | +127.6% | +14.2% | +65.0% |
| All | +145.4% | +231.3% | -85.8% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling