+88.0%
IEMG vs AR
+44.7%
+43.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +2.8% | -1.8% | +4.6% | +2.9% |
| 30D | +4.6% | +12.6% | -8.0% | +3.7% |
| 3M | +5.5% | +10.0% | -4.5% | +4.7% |
| 6M | +19.7% | +0.6% | +19.1% | +19.4% |
| YTD | +25.5% | +13.4% | +12.1% | +23.2% |
| 1Y | +35.5% | +21.7% | +13.8% | +31.5% |
| 3Y | +88.0% | +45.8% | +42.1% | +74.9% |
| All | +88.0% | +44.7% | +43.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling