+84.8%
IEMG vs ADP
+13.6%
+71.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | +1.6% | -5.7% | +7.3% | +1.5% |
| 30D | +4.6% | -3.1% | +7.7% | +4.6% |
| 3M | +4.8% | +15.6% | -10.8% | +4.6% |
| 6M | +16.8% | +20.8% | -4.0% | +16.3% |
| YTD | +24.8% | +4.7% | +20.1% | +27.4% |
| 1Y | +34.3% | -8.3% | +42.6% | +41.0% |
| All | +84.8% | +13.6% | +71.2% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling