+48.3%
IEMG vs ADM
+65.2%
-16.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.6% |
| 30D | +1.9% | +9.5% | -7.5% | +0.6% |
| 3M | +1.4% | +10.6% | -9.2% | -0.1% |
| 6M | +15.2% | +24.0% | -8.9% | +11.4% |
| YTD | +23.8% | +54.0% | -30.1% | +15.8% |
| 1Y | +30.7% | +45.3% | -14.7% | +23.1% |
| 3Y | +83.3% | +21.8% | +61.5% | +75.4% |
| All | +48.3% | +65.2% | -16.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling