+328.8%
ABT vs IEMG
+137.7%
+191.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | -5.0% | -0.9% | -4.1% | -4.6% |
| 30D | -5.8% | +2.1% | -7.9% | -6.8% |
| 3M | +16.7% | +4.6% | +12.1% | +13.2% |
| 6M | -5.2% | +14.0% | -19.3% | -12.8% |
| YTD | -16.0% | +22.3% | -38.3% | -25.6% |
| 1Y | -18.3% | +30.7% | -48.9% | -30.2% |
| 3Y | +9.2% | +83.2% | -74.0% | -23.3% |
| 5Y | -11.6% | +47.0% | -58.5% | -30.5% |
| 10Y | +204.2% | +139.9% | +64.4% | +73.3% |
| All | +328.8% | +137.7% | +191.1% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling