+49.9%
IEMG vs AR
+148.2%
-98.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +4.6% | +5.5% | -0.9% | +4.1% |
| 3M | +4.8% | +12.9% | -8.0% | +3.5% |
| 6M | +16.8% | +0.1% | +16.8% | +16.4% |
| YTD | +24.8% | +13.5% | +11.3% | +22.5% |
| 1Y | +34.3% | +21.6% | +12.7% | +30.5% |
| 3Y | +87.0% | +46.0% | +41.0% | +75.4% |
| 5Y | +49.9% | +143.7% | -93.8% | +32.9% |
| All | +49.9% | +148.2% | -98.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling