+84.8%
IEMG vs ALB
-29.2%
+114.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +1.6% | -8.6% | +10.2% | +2.9% |
| 30D | +4.6% | -4.0% | +8.7% | +5.1% |
| 3M | +4.8% | -17.4% | +22.2% | +7.3% |
| 6M | +16.8% | -25.4% | +42.2% | +20.6% |
| YTD | +24.8% | -10.5% | +35.4% | +25.3% |
| 1Y | +34.3% | +75.8% | -41.5% | +22.2% |
| All | +84.8% | -29.2% | +114.0% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling