+109.5%
IEMG vs AMC
-97.6%
+207.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -1.3% |
| 7D | +5.3% | +8.4% | -3.2% | +5.1% |
| 30D | -7.2% | +9.2% | -16.3% | -7.4% |
| 3M | -8.1% | +32.0% | -40.1% | -8.7% |
| 6M | -6.7% | +149.3% | -156.0% | -8.9% |
| YTD | +11.6% | +114.1% | -102.5% | +9.2% |
| 1Y | +11.4% | +35.8% | -24.4% | +9.9% |
| 3Y | +69.3% | -58.3% | +127.6% | +68.7% |
| 5Y | +34.9% | -99.2% | +134.1% | +40.3% |
| 10Y | +132.1% | -98.8% | +230.8% | +148.9% |
| All | +109.5% | -97.6% | +207.0% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling