+12.0%
ABBV vs IEMG
+20.4%
-8.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.8% |
| 7D | -4.1% | +1.6% | -5.7% | -3.9% |
| 30D | +1.2% | +4.6% | -3.5% | +2.0% |
| 3M | +12.1% | +4.8% | +7.3% | +12.8% |
| 6M | +12.0% | +16.8% | -4.8% | +7.7% |
| All | +12.0% | +20.4% | -8.4% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling