+38.3%
IEMG vs AMBA
-20.7%
+58.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.8% |
| 7D | +2.2% | -11.0% | +13.2% | +4.2% |
| 30D | +4.6% | -23.2% | +27.8% | +9.2% |
| 3M | +0.4% | -12.7% | +13.1% | +1.1% |
| 6M | +16.4% | +11.2% | +5.1% | +11.0% |
| YTD | +25.4% | -11.2% | +36.7% | +22.3% |
| 1Y | +38.3% | -22.5% | +60.8% | +35.4% |
| All | +38.3% | -20.7% | +58.9% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling