+49.9%
IEMG vs ADP
+43.9%
+6.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.6% | -5.7% | +7.3% | +2.5% |
| 30D | +4.6% | -3.1% | +7.7% | +5.1% |
| 3M | +4.8% | +15.6% | -10.8% | +1.7% |
| 6M | +16.8% | +20.8% | -4.0% | +11.9% |
| YTD | +24.8% | +4.7% | +20.1% | +24.3% |
| 1Y | +34.3% | -8.3% | +42.6% | +39.0% |
| 3Y | +87.0% | +13.6% | +73.4% | +78.9% |
| 5Y | +49.9% | +45.0% | +4.9% | +27.3% |
| All | +49.9% | +43.9% | +6.0% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling