+81.1%
IEMG vs ATI
+341.5%
-260.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.6% | -1.3% |
| 7D | -0.9% | -2.7% | +1.8% | -0.3% |
| 30D | +2.1% | -13.5% | +15.6% | +5.1% |
| 3M | +4.6% | +8.5% | -3.9% | +2.6% |
| 6M | +14.0% | +25.2% | -11.1% | +8.6% |
| YTD | +22.3% | +73.4% | -51.1% | +10.9% |
| 1Y | +30.7% | +160.5% | -129.8% | +11.2% |
| All | +81.1% | +341.5% | -260.5% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling