+664.0%
ADBE vs IEMG
+142.6%
+521.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -8.9% | +1.6% | -10.5% | -10.0% |
| 30D | -6.6% | +4.6% | -11.3% | -9.9% |
| 3M | +7.1% | +4.8% | +2.3% | +1.0% |
| 6M | -9.8% | +16.8% | -26.6% | -23.1% |
| YTD | -27.2% | +24.8% | -52.0% | -41.8% |
| 1Y | -28.0% | +34.3% | -62.3% | -46.1% |
| 3Y | -54.5% | +87.0% | -141.5% | -74.5% |
| 5Y | -61.5% | +49.9% | -111.4% | -73.9% |
| 10Y | +156.4% | +144.8% | +11.7% | +19.3% |
| All | +664.0% | +142.6% | +521.4% | +253.5% |
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