+68.5%
IEMG vs AR
+48.6%
+19.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.7% | +7.4% | -4.7% | +2.3% |
| 30D | -5.7% | +5.8% | -11.5% | -6.1% |
| 3M | -8.8% | +5.2% | -14.0% | -9.2% |
| 6M | -8.9% | +5.4% | -14.3% | -9.4% |
| YTD | +11.2% | +12.4% | -1.2% | +9.0% |
| 1Y | +12.2% | +12.8% | -0.6% | +9.8% |
| 3Y | +68.5% | +47.2% | +21.3% | +57.9% |
| All | +68.5% | +48.6% | +19.9% | +57.9% |
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