+145.4%
IEMG vs ARWR
+3,771.7%
-3,626.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +2.2% | +1.7% | +0.6% | +2.1% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | +0.4% | +14.9% | -14.5% | -0.9% |
| 6M | +16.4% | +32.6% | -16.3% | +13.4% |
| YTD | +25.4% | +30.0% | -4.6% | +22.3% |
| 1Y | +38.3% | +208.4% | -170.1% | +25.6% |
| 3Y | +84.1% | +208.8% | -124.7% | +61.7% |
| 5Y | +49.0% | +27.8% | +21.2% | +35.9% |
| 10Y | +141.8% | +1,107.6% | -965.7% | +83.1% |
| All | +145.4% | +3,771.7% | -3,626.3% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling