+137.9%
IEMG vs ALB
+84.6%
+53.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | -0.9% | -7.6% | +6.7% | +0.6% |
| 30D | +2.1% | -5.6% | +7.7% | +3.0% |
| 3M | +4.6% | -16.8% | +21.4% | +7.9% |
| 6M | +14.0% | -26.3% | +40.4% | +19.6% |
| YTD | +22.3% | -13.2% | +35.6% | +23.4% |
| 1Y | +30.7% | +68.8% | -38.1% | +13.9% |
| 3Y | +83.2% | -30.7% | +113.9% | +81.4% |
| 5Y | +47.0% | -46.3% | +93.2% | +46.8% |
| All | +137.9% | +84.6% | +53.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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