+140.8%
IEMG vs AMC
-98.9%
+239.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +1.1% |
| 7D | -1.3% | -7.2% | +5.9% | -1.2% |
| 30D | +1.9% | -2.8% | +4.7% | +1.9% |
| 3M | +1.4% | +7.9% | -6.5% | +1.0% |
| 6M | +15.2% | +119.6% | -104.5% | +13.1% |
| YTD | +23.8% | +57.7% | -33.9% | +22.2% |
| 1Y | +30.7% | -12.1% | +42.8% | +30.2% |
| 3Y | +83.3% | -66.5% | +149.8% | +83.4% |
| 5Y | +48.8% | -99.5% | +148.3% | +54.7% |
| All | +140.8% | -98.9% | +239.7% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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