+145.4%
IEMG vs APD
+489.3%
-343.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.0% |
| 7D | +2.2% | -2.2% | +4.5% | +3.1% |
| 30D | +4.6% | +2.1% | +2.5% | +3.7% |
| 3M | +0.4% | +7.2% | -6.8% | -2.8% |
| 6M | +16.4% | +11.2% | +5.1% | +10.7% |
| YTD | +25.4% | +24.4% | +1.1% | +13.7% |
| 1Y | +38.3% | +6.7% | +31.6% | +32.5% |
| 3Y | +84.1% | +9.2% | +74.8% | +69.4% |
| 5Y | +49.0% | +27.4% | +21.6% | +24.5% |
| 10Y | +141.8% | +164.8% | -23.0% | +32.7% |
| All | +145.4% | +489.3% | -343.8% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling