+81.1%
IEMG vs ADM
+21.5%
+59.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -0.9% | +3.0% | -3.9% | -1.2% |
| 30D | +2.1% | +8.7% | -6.6% | +1.2% |
| 3M | +4.6% | +7.6% | -3.0% | +3.7% |
| 6M | +14.0% | +26.9% | -12.8% | +10.9% |
| YTD | +22.3% | +54.3% | -32.0% | +16.2% |
| 1Y | +30.7% | +45.7% | -15.0% | +24.9% |
| All | +81.1% | +21.5% | +59.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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