+145.6%
IEMG vs APA
-29.0%
+174.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -0.2% |
| 7D | +2.8% | -1.7% | +4.5% | +3.0% |
| 30D | +4.6% | +15.7% | -11.1% | +2.4% |
| 3M | +5.5% | +16.5% | -10.9% | +2.8% |
| 6M | +19.7% | +35.1% | -15.4% | +13.2% |
| YTD | +25.5% | +82.2% | -56.7% | +13.1% |
| 1Y | +35.5% | +102.5% | -66.9% | +19.6% |
| 3Y | +88.0% | +10.3% | +77.7% | +77.1% |
| 5Y | +50.6% | +166.1% | -115.5% | +19.5% |
| 10Y | +138.4% | -4.9% | +143.2% | +93.5% |
| All | +145.6% | -29.0% | +174.6% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling