+13.9%
IEMG vs AS
+3.3%
+10.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.3% |
| 7D | -3.1% | +13.8% | -16.9% | -6.1% |
| 30D | -10.3% | +16.7% | -27.0% | -13.7% |
| 3M | -6.6% | -11.5% | +4.9% | -3.8% |
| 6M | -3.9% | -5.5% | +1.6% | -3.1% |
| YTD | +12.4% | -14.2% | +26.6% | +13.3% |
| 1Y | +13.9% | +2.1% | +11.8% | +13.5% |
| All | +13.9% | +3.3% | +10.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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