+142.3%
IEMG vs AZO
+673.4%
-531.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -3.6% | +2.3% | -0.5% |
| 30D | +1.9% | -5.6% | +7.5% | +3.2% |
| 3M | +1.4% | -6.6% | +8.1% | +2.5% |
| 6M | +15.2% | -22.5% | +37.7% | +21.4% |
| YTD | +23.8% | -15.2% | +39.0% | +27.4% |
| 1Y | +30.7% | -33.9% | +64.6% | +42.7% |
| 3Y | +83.3% | +11.8% | +71.5% | +72.0% |
| 5Y | +48.8% | +85.5% | -36.8% | +18.1% |
| 10Y | +142.8% | +298.2% | -155.4% | +52.1% |
| All | +142.3% | +673.4% | -531.2% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling