+47.1%
IEMG vs AMRZ
-19.2%
+66.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +1.6% | -4.7% | +6.3% | +2.7% |
| 30D | +4.6% | -11.3% | +15.9% | +7.4% |
| 3M | +4.8% | -22.1% | +26.9% | +10.6% |
| 6M | +16.8% | -29.6% | +46.4% | +25.0% |
| YTD | +24.8% | -23.3% | +48.1% | +32.1% |
| 1Y | +34.3% | -23.7% | +58.0% | +41.4% |
| All | +47.1% | -19.2% | +66.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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