+138.4%
IEMG vs AMBA
-5.3%
+143.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | +2.8% | -6.4% | +9.2% | +3.9% |
| 30D | +4.6% | -26.8% | +31.5% | +10.3% |
| 3M | +5.5% | -7.6% | +13.1% | +5.3% |
| 6M | +19.7% | +21.2% | -1.5% | +13.0% |
| YTD | +25.5% | -10.4% | +35.9% | +24.0% |
| 1Y | +35.5% | -24.4% | +59.9% | +36.4% |
| 3Y | +88.0% | +6.0% | +82.0% | +70.0% |
| 5Y | +50.6% | -53.9% | +104.5% | +45.2% |
| 10Y | +138.4% | -6.2% | +144.5% | +78.4% |
| All | +138.4% | -5.3% | +143.6% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling