+504.9%
ABBV vs IEMG
+145.8%
+359.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | +0.3% | -1.3% | +1.5% | +0.7% |
| 30D | +3.4% | +1.9% | +1.4% | +2.6% |
| 3M | +15.2% | +1.4% | +13.8% | +14.0% |
| 6M | +14.7% | +15.2% | -0.5% | +7.4% |
| YTD | +15.2% | +23.8% | -8.6% | +4.5% |
| 1Y | +20.4% | +30.7% | -10.3% | +6.8% |
| 3Y | +91.3% | +83.3% | +8.1% | +46.6% |
| 5Y | +189.6% | +48.8% | +140.8% | +141.3% |
| All | +504.9% | +145.8% | +359.1% | +310.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling