+104.4%
IEMG vs AR
-28.5%
+132.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.7% | +7.4% | -4.7% | +2.1% |
| 30D | -5.7% | +5.8% | -11.5% | -6.2% |
| 3M | -8.8% | +5.2% | -14.0% | -9.4% |
| 6M | -8.9% | +5.4% | -14.3% | -9.7% |
| YTD | +11.2% | +12.4% | -1.2% | +9.2% |
| 1Y | +12.2% | +12.8% | -0.6% | +10.0% |
| 3Y | +68.5% | +47.2% | +21.3% | +59.1% |
| 5Y | +34.3% | +101.1% | -66.8% | +20.6% |
| 10Y | +131.1% | +57.6% | +73.5% | +103.1% |
| All | +104.4% | -28.5% | +132.9% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling