+142.3%
IEMG vs AMCR
+87.4%
+54.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -1.3% | -6.3% | +5.0% | +0.2% |
| 30D | +1.9% | -7.8% | +9.7% | +3.8% |
| 3M | +1.4% | +7.5% | -6.1% | -0.6% |
| 6M | +15.2% | +2.7% | +12.5% | +13.8% |
| YTD | +23.8% | +6.0% | +17.8% | +21.2% |
| 1Y | +30.7% | +7.8% | +22.9% | +27.2% |
| 3Y | +83.3% | +5.8% | +77.5% | +77.4% |
| 5Y | +48.8% | -11.6% | +60.4% | +49.1% |
| 10Y | +142.8% | +14.6% | +128.2% | +120.8% |
| All | +142.3% | +87.4% | +54.9% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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