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  • ALAB vs IEMG✓SelectedUSD · IEMGALAB vs IEMG performance historyLatest closeAs of-6.94%09/08
Stock and ETF performance explorer

ALAB vs IEMG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+365.7%
IEMG return
+75.3%
Excess return
+290.3%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIEMGExcessAlpha
1D-6.9%+0.1%-7.0%-7.1%
7D+3.2%+2.8%+0.4%-2.2%
30D-13.6%+4.6%-18.2%-20.9%
3M-16.6%+5.5%-22.1%-20.9%
6M+142.3%+19.7%+122.6%+80.2%
YTD+73.6%+25.5%+48.1%+16.1%
1Y+33.7%+35.5%-1.9%-22.0%
All+365.7%+75.3%+290.3%+72.7%

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