+81.1%
IEMG vs ALM
+1,934.4%
-1,853.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.5% |
| 7D | -0.9% | -7.1% | +6.3% | -0.5% |
| 30D | +2.1% | +24.7% | -22.6% | +0.7% |
| 3M | +4.6% | +8.3% | -3.7% | +3.7% |
| 6M | +14.0% | -22.2% | +36.2% | +14.0% |
| YTD | +22.3% | +88.1% | -65.7% | +19.6% |
| 1Y | +30.7% | +272.4% | -241.7% | +25.4% |
| All | +81.1% | +1,934.4% | -1,853.3% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling