+140.8%
IEMG vs ALM
+2,589.2%
-2,448.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.4% |
| 7D | -1.3% | -11.8% | +10.5% | -0.9% |
| 30D | +1.9% | +7.8% | -5.9% | +1.6% |
| 3M | +1.4% | -9.3% | +10.7% | +1.5% |
| 6M | +15.2% | -30.5% | +45.6% | +15.6% |
| YTD | +23.8% | +75.8% | -52.0% | +21.9% |
| 1Y | +30.7% | +241.2% | -210.5% | +26.7% |
| 3Y | +83.3% | +1,872.6% | -1,789.3% | +70.3% |
| 5Y | +48.8% | +849.6% | -800.8% | +39.3% |
| All | +140.8% | +2,589.2% | -2,448.5% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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