+38.3%
IEMG vs ADP
-4.5%
+42.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.1% |
| 7D | +2.2% | -3.4% | +5.7% | +1.3% |
| 30D | +4.6% | +2.8% | +1.8% | +5.5% |
| 3M | +0.4% | +20.9% | -20.6% | +5.8% |
| 6M | +16.4% | +29.9% | -13.5% | +24.1% |
| YTD | +25.4% | +9.6% | +15.8% | +31.9% |
| 1Y | +38.3% | -5.3% | +43.5% | +44.1% |
| All | +38.3% | -4.5% | +42.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling