+117.6%
IEMG vs ARWR
+2,042.6%
-1,925.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.7% | -17.8% | +20.5% | +4.1% |
| 30D | -5.7% | -18.1% | +12.4% | -4.4% |
| 3M | -8.8% | -44.2% | +35.4% | -4.9% |
| 6M | -8.9% | -38.6% | +29.7% | -5.9% |
| YTD | +11.2% | -28.0% | +39.2% | +13.1% |
| 1Y | +12.2% | +16.1% | -3.9% | +9.6% |
| 3Y | +68.5% | +84.0% | -15.4% | +53.9% |
| 5Y | +34.3% | -35.4% | +69.7% | +28.8% |
| 10Y | +131.1% | +1,043.1% | -911.9% | +78.4% |
| All | +117.6% | +2,042.6% | -1,925.0% | +62.0% |
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