+149.7%
IEMG vs ALM
+8,394.4%
-8,244.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.8% | 0.0% |
| 7D | +2.8% | +8.4% | -5.6% | +2.8% |
| 30D | +4.6% | +34.8% | -30.2% | +4.5% |
| 3M | +5.5% | +16.2% | -10.7% | +5.4% |
| 6M | +19.7% | +2.1% | +17.6% | +19.6% |
| YTD | +25.5% | +117.0% | -91.5% | +25.2% |
| 1Y | +35.5% | +313.9% | -278.3% | +34.9% |
| 3Y | +88.0% | +2,327.9% | -2,240.0% | +86.0% |
| 5Y | +50.6% | +1,040.6% | -990.1% | +49.1% |
| 10Y | +138.4% | +3,219.4% | -3,081.1% | +135.1% |
| All | +149.7% | +8,394.4% | -8,244.7% | +142.7% |
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