+84.8%
IEMG vs ALC
-16.2%
+101.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.6% | -5.3% | +6.9% | +2.7% |
| 30D | +4.6% | -7.1% | +11.7% | +6.1% |
| 3M | +4.8% | +0.8% | +4.1% | +4.3% |
| 6M | +16.8% | -16.0% | +32.8% | +21.4% |
| YTD | +24.8% | -12.7% | +37.6% | +28.4% |
| 1Y | +34.3% | -12.8% | +47.1% | +37.9% |
| All | +84.8% | -16.2% | +101.0% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling