+68.5%
IEMG vs ALM
+909.2%
-840.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -1.0% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -5.7% | -19.3% | +13.6% | -4.4% |
| 3M | -8.8% | -40.6% | +31.9% | -5.8% |
| 6M | -8.9% | -57.9% | +49.0% | -4.6% |
| YTD | +11.2% | -6.7% | +17.9% | +13.3% |
| 1Y | +12.2% | +20.2% | -8.0% | +13.4% |
| 3Y | +68.5% | +879.4% | -810.9% | +64.6% |
| All | +68.5% | +909.2% | -840.7% | +64.6% |
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