+140.8%
IEMG vs ATI
+1,154.1%
-1,013.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -5.6% | +4.3% | -0.2% |
| 30D | +1.9% | -13.7% | +15.7% | +4.7% |
| 3M | +1.4% | -0.4% | +1.8% | +1.3% |
| 6M | +15.2% | +26.2% | -11.1% | +9.9% |
| YTD | +23.8% | +73.2% | -49.4% | +11.7% |
| 1Y | +30.7% | +161.6% | -131.0% | +9.2% |
| 3Y | +83.3% | +346.2% | -262.9% | +35.1% |
| 5Y | +48.8% | +1,047.6% | -998.9% | -9.8% |
| All | +140.8% | +1,154.1% | -1,013.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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