+116.5%
IEMG vs AMBA
+904.3%
-787.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -0.7% | -2.6% | +2.0% | -0.3% |
| 30D | -9.4% | -10.5% | +1.1% | -7.9% |
| 3M | -7.3% | -26.4% | +19.1% | -3.3% |
| 6M | -10.4% | -20.9% | +10.5% | -9.2% |
| YTD | +10.6% | -14.8% | +25.4% | +10.1% |
| 1Y | +10.5% | -36.1% | +46.6% | +14.2% |
| 3Y | +67.7% | +20.2% | +47.5% | +51.4% |
| 5Y | +36.2% | -67.2% | +103.4% | +39.7% |
| 10Y | +125.6% | +5.0% | +120.6% | +82.1% |
| All | +116.5% | +904.3% | -787.9% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling