+145.4%
IEMG vs AMBA
+946.4%
-801.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.8% |
| 7D | +2.2% | -11.0% | +13.2% | +4.0% |
| 30D | +4.6% | -23.2% | +27.8% | +8.7% |
| 3M | +0.4% | -12.7% | +13.1% | +1.1% |
| 6M | +16.4% | +11.2% | +5.1% | +12.2% |
| YTD | +25.4% | -11.2% | +36.7% | +24.4% |
| 1Y | +38.3% | -22.5% | +60.8% | +38.7% |
| 3Y | +84.1% | -1.3% | +85.4% | +71.3% |
| 5Y | +49.0% | -54.2% | +103.2% | +45.4% |
| 10Y | +141.8% | -6.1% | +148.0% | +97.2% |
| All | +145.4% | +946.4% | -801.0% | +53.3% |
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