+83.2%
IEMG vs AS
+114.1%
-30.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.5% |
| 7D | +2.8% | -2.6% | +5.4% | +3.2% |
| 30D | +4.6% | -22.1% | +26.8% | +8.8% |
| 3M | +5.5% | -15.3% | +20.8% | +8.1% |
| 6M | +19.7% | -15.6% | +35.3% | +22.5% |
| YTD | +25.5% | -23.2% | +48.7% | +29.8% |
| 1Y | +35.5% | -21.7% | +57.2% | +39.5% |
| All | +83.2% | +114.1% | -30.9% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling