+5.9%
ABT vs IEMG
+83.7%
-77.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -5.9% | -1.3% | -4.6% | -5.9% |
| 30D | -8.1% | +1.9% | -10.0% | -8.1% |
| 3M | +14.5% | +1.4% | +13.1% | +14.6% |
| 6M | -6.3% | +15.2% | -21.5% | -8.2% |
| YTD | -17.1% | +23.8% | -40.9% | -19.6% |
| 1Y | -21.4% | +30.7% | -52.0% | -24.4% |
| 3Y | +5.9% | +83.3% | -77.4% | -3.9% |
| All | +5.9% | +83.7% | -77.7% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling