+145.4%
IEMG vs ADP
+642.1%
-496.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +2.4% |
| 7D | +2.2% | -3.4% | +5.7% | +3.5% |
| 30D | +4.6% | +2.8% | +1.8% | +3.4% |
| 3M | +0.4% | +20.9% | -20.6% | -7.7% |
| 6M | +16.4% | +29.9% | -13.5% | +3.0% |
| YTD | +25.4% | +9.6% | +15.8% | +19.0% |
| 1Y | +38.3% | -5.3% | +43.5% | +39.4% |
| 3Y | +84.1% | +16.5% | +67.6% | +66.5% |
| 5Y | +49.0% | +49.4% | -0.4% | +16.9% |
| 10Y | +141.8% | +282.2% | -140.4% | +8.4% |
| All | +145.4% | +642.1% | -496.7% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling