+30.7%
IEMG vs APA
+101.6%
-71.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.3% |
| 7D | -1.3% | +4.6% | -5.9% | -0.8% |
| 30D | +1.9% | +11.9% | -10.0% | +3.2% |
| 3M | +1.4% | +22.5% | -21.1% | +4.0% |
| 6M | +15.2% | +37.5% | -22.4% | +16.1% |
| YTD | +23.8% | +87.2% | -63.3% | +21.7% |
| 1Y | +30.7% | +101.4% | -70.8% | +27.4% |
| All | +30.7% | +101.6% | -71.0% | +27.4% |
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