+32.3%
IEMG vs AMBA
-70.4%
+102.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | +1.1% |
| 7D | -2.8% | -7.2% | +4.5% | -1.6% |
| 30D | -12.0% | -10.4% | -1.6% | -10.6% |
| 3M | -9.0% | -30.1% | +21.1% | -4.1% |
| 6M | -11.8% | -22.4% | +10.6% | -10.4% |
| YTD | +8.3% | -17.3% | +25.6% | +8.1% |
| 1Y | +9.6% | -35.4% | +45.0% | +13.0% |
| 3Y | +62.3% | +18.6% | +43.7% | +45.5% |
| All | +32.3% | -70.4% | +102.7% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling