+140.8%
IEMG vs ADP
+286.3%
-145.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -1.3% | -2.8% | +1.5% | -0.4% |
| 30D | +1.9% | +0.2% | +1.7% | +1.7% |
| 3M | +1.4% | +20.5% | -19.1% | -5.7% |
| 6M | +15.2% | +28.8% | -13.6% | +3.7% |
| YTD | +23.8% | +6.6% | +17.2% | +19.5% |
| 1Y | +30.7% | -6.9% | +37.6% | +32.7% |
| 3Y | +83.3% | +16.1% | +67.1% | +67.6% |
| 5Y | +48.8% | +49.3% | -0.6% | +19.3% |
| All | +140.8% | +286.3% | -145.5% | +30.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling