+13.9%
IEMG vs ALC
+4.2%
+9.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.8% |
| 7D | -3.1% | +10.7% | -13.8% | -3.2% |
| 30D | -10.3% | +20.2% | -30.5% | -10.5% |
| 3M | -6.6% | +8.9% | -15.5% | -6.6% |
| 6M | -3.9% | +5.7% | -9.6% | -3.1% |
| YTD | +12.4% | -1.4% | +13.8% | +16.6% |
| 1Y | +13.9% | +4.7% | +9.2% | +17.3% |
| All | +13.9% | +4.2% | +9.7% | +17.3% |
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