+13.9%
IEMG vs APA
+107.6%
-93.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.8% | -0.1% |
| 7D | -3.1% | -13.0% | +9.9% | -5.0% |
| 30D | -10.3% | +2.0% | -12.3% | -9.9% |
| 3M | -6.6% | +24.9% | -31.5% | -2.8% |
| 6M | -3.9% | +7.2% | -11.0% | -1.7% |
| YTD | +12.4% | +87.1% | -74.7% | +14.9% |
| 1Y | +13.9% | +107.2% | -93.3% | +16.6% |
| All | +13.9% | +107.6% | -93.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling