+88.0%
IEMG vs ALLE
+49.7%
+38.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +2.8% | +2.8% | 0.0% | +2.1% |
| 30D | +4.6% | -7.6% | +12.3% | +6.6% |
| 3M | +5.5% | +22.8% | -17.3% | -0.3% |
| 6M | +19.7% | +4.6% | +15.1% | +17.7% |
| YTD | +25.5% | -1.2% | +26.7% | +24.7% |
| 1Y | +35.5% | -9.1% | +44.7% | +37.4% |
| 3Y | +88.0% | +50.0% | +38.0% | +61.9% |
| All | +88.0% | +49.7% | +38.3% | +61.9% |
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