+47.4%
IEMG vs AUR
-35.7%
+83.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | +1.9% | -6.4% | +8.3% | +2.3% |
| 3M | +1.4% | +7.7% | -6.3% | +0.6% |
| 6M | +15.2% | +44.5% | -29.3% | +11.5% |
| YTD | +23.8% | +67.4% | -43.6% | +18.4% |
| 1Y | +30.7% | +15.4% | +15.2% | +27.8% |
| 3Y | +83.3% | +94.8% | -11.6% | +63.5% |
| 5Y | +48.8% | -35.1% | +83.9% | +31.8% |
| All | +47.4% | -35.7% | +83.1% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling