+151.6%
IEMG vs ALLY
+124.8%
+26.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.6% |
| 7D | +2.2% | +3.7% | -1.4% | +1.3% |
| 30D | +4.6% | -2.3% | +6.9% | +5.2% |
| 3M | +0.4% | +3.8% | -3.5% | -0.7% |
| 6M | +16.4% | +9.7% | +6.6% | +13.2% |
| YTD | +25.4% | -1.4% | +26.9% | +25.2% |
| 1Y | +38.3% | +8.2% | +30.0% | +34.2% |
| 3Y | +84.1% | +66.5% | +17.6% | +54.5% |
| 5Y | +49.0% | +1.2% | +47.8% | +38.6% |
| 10Y | +141.8% | +191.4% | -49.6% | +52.9% |
| All | +151.6% | +124.8% | +26.8% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling