+135.3%
IEMG vs AMC
-98.1%
+233.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.7% | +1.6% |
| 7D | +2.2% | +2.3% | -0.1% | +2.2% |
| 30D | +4.6% | -0.7% | +5.4% | +4.6% |
| 3M | +0.4% | +35.2% | -34.8% | -0.5% |
| 6M | +16.4% | +124.6% | -108.2% | +13.9% |
| YTD | +25.4% | +69.9% | -44.4% | +23.4% |
| 1Y | +38.3% | -2.6% | +40.8% | +37.4% |
| 3Y | +84.1% | -79.8% | +163.8% | +85.6% |
| 5Y | +49.0% | -99.4% | +148.4% | +55.9% |
| 10Y | +141.8% | -98.9% | +240.7% | +153.7% |
| All | +135.3% | -98.1% | +233.4% | +115.3% |
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