+133.0%
IEMG vs ALLY
+174.3%
-41.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -5.7% | +5.2% | -10.9% | -7.0% |
| 3M | -8.8% | -13.3% | +4.5% | -5.5% |
| 6M | -8.9% | -6.7% | -2.2% | -7.5% |
| YTD | +11.2% | -12.8% | +24.0% | +14.4% |
| 1Y | +12.2% | +0.7% | +11.5% | +11.1% |
| 3Y | +68.5% | +65.2% | +3.3% | +42.2% |
| 5Y | +34.3% | -10.1% | +44.5% | +29.4% |
| All | +133.0% | +174.3% | -41.3% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling