+144.3%
IEMG vs APTV
+84.7%
+59.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.2% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +4.6% | -10.6% | +15.3% | +7.9% |
| 3M | +4.8% | -35.0% | +39.8% | +17.4% |
| 6M | +16.8% | -38.9% | +55.7% | +32.1% |
| YTD | +24.8% | -41.5% | +66.3% | +42.3% |
| 1Y | +34.3% | -45.8% | +80.1% | +56.1% |
| 3Y | +87.0% | -55.7% | +142.7% | +122.4% |
| 5Y | +49.9% | -70.1% | +120.1% | +93.8% |
| 10Y | +144.8% | -19.1% | +163.9% | +104.7% |
| All | +144.3% | +84.7% | +59.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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