+88.0%
IEMG vs AMC
-67.8%
+155.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | +5.5% | +42.2% | -36.7% | +3.5% |
| 6M | +19.7% | +118.8% | -99.1% | +15.5% |
| YTD | +25.5% | +64.1% | -38.6% | +21.9% |
| 1Y | +35.5% | -9.5% | +45.1% | +33.6% |
| 3Y | +88.0% | -64.3% | +152.3% | +87.2% |
| All | +88.0% | -67.8% | +155.8% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling