+30.7%
IEMG vs AUR
+17.8%
+12.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +1.9% | -6.4% | +8.3% | +2.9% |
| 3M | +1.4% | +7.7% | -6.3% | -0.5% |
| 6M | +15.2% | +44.5% | -29.3% | +6.9% |
| YTD | +23.8% | +67.4% | -43.6% | +12.4% |
| 1Y | +30.7% | +15.4% | +15.2% | +24.8% |
| All | +30.7% | +17.8% | +12.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling