-11.3%
ABT vs IEMG
+48.5%
-59.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -5.9% | -1.3% | -4.6% | -5.6% |
| 30D | -8.1% | +1.9% | -10.0% | -8.5% |
| 3M | +14.5% | +1.4% | +13.1% | +13.8% |
| 6M | -6.3% | +15.2% | -21.5% | -10.9% |
| YTD | -17.1% | +23.8% | -40.9% | -23.3% |
| 1Y | -21.4% | +30.7% | -52.0% | -28.6% |
| 3Y | +5.9% | +83.3% | -77.4% | -16.9% |
| All | -11.3% | +48.5% | -59.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling