+83.1%
IEMG vs AS
+120.4%
-37.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.1% |
| 7D | +2.2% | -4.9% | +7.1% | +3.0% |
| 30D | +4.6% | -19.6% | +24.2% | +8.2% |
| 3M | +0.4% | -14.4% | +14.8% | +2.6% |
| 6M | +16.4% | -20.1% | +36.5% | +19.8% |
| YTD | +25.4% | -20.9% | +46.4% | +29.2% |
| 1Y | +38.3% | -21.9% | +60.1% | +42.2% |
| All | +83.1% | +120.4% | -37.2% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling