+145.6%
IEMG vs ADM
+357.7%
-212.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.8% | -0.1% | +2.8% | +2.8% |
| 30D | +4.6% | +11.0% | -6.4% | +1.3% |
| 3M | +5.5% | +6.0% | -0.5% | +3.3% |
| 6M | +19.7% | +26.9% | -7.2% | +10.5% |
| YTD | +25.5% | +50.0% | -24.5% | +9.8% |
| 1Y | +35.5% | +39.6% | -4.1% | +20.8% |
| 3Y | +88.0% | +18.5% | +69.4% | +72.1% |
| 5Y | +50.6% | +62.6% | -12.0% | +17.5% |
| 10Y | +138.4% | +162.4% | -24.1% | +44.9% |
| All | +145.6% | +357.7% | -212.1% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling