+1,662.5%
AAPL vs IEMG
+137.7%
+1,524.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +5.0% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | +7.1% | +2.1% | +5.0% | +5.2% |
| 3M | +12.1% | +4.6% | +7.5% | +7.0% |
| 6M | +25.4% | +14.0% | +11.4% | +10.9% |
| YTD | +20.5% | +22.3% | -1.9% | +0.4% |
| 1Y | +44.5% | +30.7% | +13.8% | +14.4% |
| 3Y | +85.8% | +83.2% | +2.6% | +12.5% |
| 5Y | +124.8% | +47.0% | +77.8% | +60.6% |
| 10Y | +1,284.7% | +139.9% | +1,144.8% | +609.7% |
| All | +1,662.5% | +137.7% | +1,524.8% | +753.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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