+15.2%
IEMG vs AUR
+45.8%
-30.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | +1.9% | -6.4% | +8.3% | +3.2% |
| 3M | +1.4% | +7.7% | -6.3% | -1.2% |
| 6M | +15.2% | +44.5% | -29.3% | +2.3% |
| All | +15.2% | +45.8% | -30.6% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling