+48.3%
IEMG vs ARWR
+29.9%
+18.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -4.0% | +2.8% | -0.9% |
| 30D | +1.9% | -5.0% | +7.0% | +2.4% |
| 3M | +1.4% | +11.3% | -9.9% | 0.0% |
| 6M | +15.2% | +42.6% | -27.4% | +10.4% |
| YTD | +23.8% | +24.8% | -1.0% | +20.0% |
| 1Y | +30.7% | +178.8% | -148.1% | +15.7% |
| 3Y | +83.3% | +183.3% | -100.1% | +53.5% |
| All | +48.3% | +29.9% | +18.4% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling