+144.3%
IEMG vs ATI
+643.4%
-499.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.6% | +2.4% | -0.8% | +1.2% |
| 30D | +4.6% | -9.5% | +14.1% | +6.5% |
| 3M | +4.8% | +10.4% | -5.5% | +2.8% |
| 6M | +16.8% | +31.8% | -15.0% | +10.7% |
| YTD | +24.8% | +80.0% | -55.1% | +11.8% |
| 1Y | +34.3% | +175.8% | -141.5% | +11.1% |
| 3Y | +87.0% | +364.2% | -277.3% | +36.7% |
| 5Y | +49.9% | +1,076.9% | -1,026.9% | -9.7% |
| 10Y | +144.8% | +1,178.1% | -1,033.3% | +29.7% |
| All | +144.3% | +643.4% | -499.1% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling