+10.5%
IEMG vs ADVB
-73.6%
+84.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.7% |
| 7D | -0.7% | -4.1% | +3.4% | -0.7% |
| 30D | -9.4% | -60.3% | +50.9% | -9.9% |
| 3M | -7.3% | -73.3% | +66.0% | -8.1% |
| 6M | -10.4% | -65.9% | +55.5% | -10.9% |
| YTD | +10.6% | -63.9% | +74.5% | +10.2% |
| 1Y | +10.5% | -74.1% | +84.7% | +11.2% |
| All | +10.5% | -73.6% | +84.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling