+12.2%
IEMG vs APD
+25.0%
-12.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.7% | +3.8% | -1.1% | +2.7% |
| 30D | -5.7% | +8.2% | -13.9% | -5.4% |
| 3M | -8.8% | +4.3% | -13.1% | -8.6% |
| 6M | -8.9% | +4.7% | -13.6% | -9.1% |
| YTD | +11.2% | +31.5% | -20.4% | +10.8% |
| 1Y | +12.2% | +23.5% | -11.3% | +12.1% |
| All | +12.2% | +25.0% | -12.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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