+151.4%
ADBE vs IEMG
+145.8%
+5.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.5% |
| 7D | -5.4% | -1.3% | -4.1% | -4.4% |
| 30D | -2.5% | +1.9% | -4.4% | -4.1% |
| 3M | +15.3% | +1.4% | +13.9% | +11.7% |
| 6M | -7.8% | +15.2% | -23.0% | -21.3% |
| YTD | -27.9% | +23.8% | -51.8% | -42.9% |
| 1Y | -28.0% | +30.7% | -58.7% | -45.9% |
| 3Y | -55.3% | +83.3% | -138.6% | -75.7% |
| 5Y | -61.7% | +48.8% | -110.5% | -74.7% |
| All | +151.4% | +145.8% | +5.6% | +11.2% |
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