+30.7%
IEMG vs ARWR
+195.4%
-164.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.9% | -4.3% | +3.4% | -0.4% |
| 30D | +2.1% | -7.3% | +9.4% | +2.9% |
| 3M | +4.6% | +17.0% | -12.4% | +2.6% |
| 6M | +14.0% | +39.8% | -25.8% | +9.7% |
| YTD | +22.3% | +24.7% | -2.3% | +18.3% |
| 1Y | +30.7% | +186.5% | -155.8% | +17.1% |
| All | +30.7% | +195.4% | -164.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling