+108.6%
IEMG vs AMC
-97.6%
+206.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | +2.7% | +3.5% | -0.8% | +2.6% |
| 30D | -5.7% | +12.5% | -18.2% | -6.0% |
| 3M | -8.8% | +23.6% | -32.4% | -9.3% |
| 6M | -8.9% | +144.4% | -153.3% | -10.9% |
| YTD | +11.2% | +108.3% | -97.1% | +8.9% |
| 1Y | +12.2% | +38.9% | -26.7% | +10.7% |
| 3Y | +68.5% | -58.9% | +127.4% | +68.0% |
| 5Y | +34.3% | -99.2% | +133.5% | +39.8% |
| 10Y | +131.1% | -98.8% | +229.9% | +148.1% |
| All | +108.6% | -97.6% | +206.3% | +89.9% |
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