+40.7%
ABBV vs IEMG
+13.6%
+27.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.2% |
| 7D | +3.1% | -3.1% | +6.2% | +2.6% |
| 30D | +11.6% | -10.3% | +22.0% | +9.8% |
| 3M | +21.7% | -6.6% | +28.3% | +20.4% |
| 6M | +43.5% | -3.9% | +47.4% | +41.1% |
| YTD | +32.9% | +12.4% | +20.5% | +28.3% |
| 1Y | +40.7% | +13.9% | +26.8% | +35.7% |
| All | +40.7% | +13.6% | +27.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling