+47.0%
IEMG vs ALLY
-2.7%
+49.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -0.9% | -3.3% | +2.4% | -0.1% |
| 30D | +2.1% | -4.1% | +6.2% | +3.0% |
| 3M | +4.6% | +1.4% | +3.2% | +4.2% |
| 6M | +14.0% | +14.4% | -0.3% | +10.4% |
| YTD | +22.3% | -4.9% | +27.3% | +23.1% |
| 1Y | +30.7% | +5.5% | +25.1% | +28.1% |
| 3Y | +83.2% | +66.0% | +17.2% | +57.7% |
| 5Y | +47.0% | -2.4% | +49.3% | +42.9% |
| All | +47.0% | -2.7% | +49.7% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling