+48.3%
IEMG vs AZO
+85.8%
-37.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | -3.6% | +2.3% | -0.9% |
| 30D | +1.9% | -5.6% | +7.5% | +2.5% |
| 3M | +1.4% | -6.6% | +8.1% | +1.9% |
| 6M | +15.2% | -22.5% | +37.7% | +18.5% |
| YTD | +23.8% | -15.2% | +39.0% | +25.8% |
| 1Y | +30.7% | -33.9% | +64.6% | +37.4% |
| 3Y | +83.3% | +11.8% | +71.5% | +75.8% |
| All | +48.3% | +85.8% | -37.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling