+67.7%
IEMG vs ALLE
+92.8%
-25.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -9.4% | +25.9% | -35.3% | -13.8% |
| 3M | -7.3% | +14.9% | -22.2% | -9.9% |
| 6M | -10.4% | +42.1% | -52.5% | -17.7% |
| YTD | +10.6% | +20.4% | -9.8% | +5.3% |
| 1Y | +10.5% | +14.9% | -4.3% | +6.4% |
| 3Y | +67.7% | +90.1% | -22.4% | +41.5% |
| All | +67.7% | +92.8% | -25.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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