+103.7%
IEMG vs ALLE
+336.8%
-233.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -9.4% | +25.9% | -35.3% | -16.8% |
| 3M | -7.3% | +14.9% | -22.2% | -12.1% |
| 6M | -10.4% | +42.1% | -52.5% | -21.8% |
| YTD | +10.6% | +20.4% | -9.8% | +2.1% |
| 1Y | +10.5% | +14.9% | -4.3% | +3.6% |
| 3Y | +67.7% | +90.1% | -22.4% | +27.4% |
| 5Y | +36.2% | +53.0% | -16.8% | +10.1% |
| 10Y | +125.6% | +208.8% | -83.2% | +30.7% |
| All | +103.7% | +336.8% | -233.1% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling