+84.8%
IEMG vs ARWR
+173.2%
-88.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | +1.6% | -3.2% | +4.8% | +1.9% |
| 30D | +4.6% | -6.5% | +11.1% | +5.2% |
| 3M | +4.8% | +12.7% | -7.8% | +3.5% |
| 6M | +16.8% | +36.2% | -19.4% | +13.2% |
| YTD | +24.8% | +24.5% | +0.4% | +21.6% |
| 1Y | +34.3% | +198.0% | -163.7% | +20.9% |
| All | +84.8% | +173.2% | -88.4% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling