+130.6%
IEMG vs AR
-27.2%
+157.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +2.2% | +2.5% | -0.3% | +2.0% |
| 30D | +4.6% | +14.8% | -10.2% | +3.3% |
| 3M | +0.4% | +6.2% | -5.9% | -0.3% |
| 6M | +16.4% | +4.3% | +12.1% | +15.4% |
| YTD | +25.4% | +14.4% | +11.1% | +23.2% |
| 1Y | +38.3% | +21.3% | +16.9% | +34.7% |
| 3Y | +84.1% | +39.8% | +44.3% | +74.6% |
| 5Y | +49.0% | +142.1% | -93.1% | +31.4% |
| 10Y | +141.8% | +52.0% | +89.8% | +113.8% |
| All | +130.6% | -27.2% | +157.8% | +117.9% |
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 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