+140.8%
IEMG vs AZO
+296.8%
-156.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | -3.6% | +2.3% | -0.5% |
| 30D | +1.9% | -5.6% | +7.5% | +3.1% |
| 3M | +1.4% | -6.6% | +8.1% | +2.4% |
| 6M | +15.2% | -22.5% | +37.7% | +21.0% |
| YTD | +23.8% | -15.2% | +39.0% | +27.1% |
| 1Y | +30.7% | -33.9% | +64.6% | +41.9% |
| 3Y | +83.3% | +11.8% | +71.5% | +72.5% |
| 5Y | +48.8% | +85.5% | -36.8% | +19.2% |
| All | +140.8% | +296.8% | -156.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling