+139.4%
IEMG vs AU
+291.9%
-152.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.6% |
| 7D | -0.9% | -7.0% | +6.1% | -0.2% |
| 30D | +2.1% | +7.3% | -5.2% | +1.3% |
| 3M | +4.6% | +33.2% | -28.6% | +1.4% |
| 6M | +14.0% | -0.6% | +14.7% | +13.4% |
| YTD | +22.3% | +26.2% | -3.8% | +18.8% |
| 1Y | +30.7% | +68.3% | -37.6% | +23.4% |
| 3Y | +83.2% | +592.1% | -508.9% | +50.8% |
| 5Y | +47.0% | +685.3% | -638.3% | +18.5% |
| 10Y | +139.9% | +682.5% | -542.7% | +86.9% |
| All | +139.4% | +291.9% | -152.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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