+59.0%
IEMG vs ADVB
-88.8%
+147.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.1% |
| 7D | +2.8% | -14.0% | +16.8% | +2.8% |
| 30D | +4.6% | +41.0% | -36.3% | +4.6% |
| 3M | +5.5% | +127.9% | -122.4% | +4.5% |
| 6M | +19.7% | +101.3% | -81.7% | +17.7% |
| YTD | +25.5% | +53.8% | -28.3% | +24.1% |
| 1Y | +35.5% | +4.4% | +31.1% | +34.3% |
| All | +59.0% | -88.8% | +147.8% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling