+58.1%
IEMG vs ADVB
-89.4%
+147.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.5% |
| 7D | +1.6% | -13.0% | +14.6% | +1.6% |
| 30D | +4.6% | +7.5% | -2.8% | +4.6% |
| 3M | +4.8% | +129.1% | -124.3% | +3.8% |
| 6M | +16.8% | +71.7% | -54.9% | +15.2% |
| YTD | +24.8% | +45.5% | -20.7% | +23.5% |
| 1Y | +34.3% | -2.7% | +37.0% | +33.2% |
| All | +58.1% | -89.4% | +147.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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