+121.2%
IEMG vs ALM
+3,551.9%
-3,430.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.4% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | -5.7% | -19.3% | +13.6% | -5.6% |
| 3M | -8.8% | -40.6% | +31.9% | -8.6% |
| 6M | -8.9% | -57.9% | +49.0% | -8.7% |
| YTD | +11.2% | -6.7% | +17.9% | +11.2% |
| 1Y | +12.2% | +20.2% | -8.0% | +12.1% |
| 3Y | +68.5% | +879.4% | -810.9% | +67.3% |
| 5Y | +34.3% | +415.3% | -380.9% | +33.5% |
| 10Y | +131.1% | +2,100.8% | -1,969.7% | +128.5% |
| All | +121.2% | +3,551.9% | -3,430.7% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling