+140.8%
IEMG vs ADP
+283.8%
-143.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.2% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | +1.4% | +19.7% | -18.3% | -5.5% |
| 6M | +15.2% | +27.9% | -12.8% | +3.9% |
| YTD | +23.8% | +5.9% | +17.9% | +19.7% |
| 1Y | +30.7% | -7.5% | +38.1% | +33.0% |
| 3Y | +83.3% | +15.4% | +67.9% | +67.9% |
| 5Y | +48.8% | +48.4% | +0.4% | +19.6% |
| All | +140.8% | +283.8% | -143.0% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling