+38.3%
IEMG vs ALC
-10.2%
+48.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.8% |
| 7D | +2.2% | -2.1% | +4.3% | +2.4% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | +0.4% | +5.9% | -5.5% | -0.5% |
| 6M | +16.4% | -15.9% | +32.3% | +21.3% |
| YTD | +25.4% | -10.1% | +35.5% | +29.5% |
| 1Y | +38.3% | -10.2% | +48.5% | +42.8% |
| All | +38.3% | -10.2% | +48.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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