+34.7%
IEMG vs APD
+16.4%
+18.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.7% | +3.8% | -1.1% | +1.9% |
| 30D | -5.7% | +8.2% | -13.9% | -7.3% |
| 3M | -8.8% | +4.3% | -13.1% | -9.7% |
| 6M | -8.9% | +4.7% | -13.6% | -10.1% |
| YTD | +11.2% | +31.5% | -20.4% | +3.4% |
| 1Y | +12.2% | +23.5% | -11.3% | +5.8% |
| 3Y | +68.5% | +29.1% | +39.4% | +54.6% |
| All | +34.7% | +16.4% | +18.3% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling