+58.1%
IEMG vs AS
+134.9%
-76.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -2.8% | +6.9% | -9.7% | -3.8% |
| 30D | -12.0% | +16.0% | -28.0% | -14.1% |
| 3M | -9.0% | -12.8% | +3.9% | -7.2% |
| 6M | -11.8% | -15.4% | +3.5% | -9.8% |
| YTD | +8.3% | -15.7% | +24.0% | +10.2% |
| 1Y | +9.6% | +6.1% | +3.6% | +8.1% |
| All | +58.1% | +134.9% | -76.8% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling