+1,707.5%
AMAT vs IEMG
+140.4%
+1,567.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | +6.9% | +1.6% | +5.3% | +4.6% |
| 30D | -10.1% | +4.6% | -14.7% | -15.6% |
| 3M | -6.0% | +4.8% | -10.8% | -9.8% |
| 6M | +38.6% | +16.8% | +21.8% | +15.3% |
| YTD | +83.1% | +24.8% | +58.2% | +40.2% |
| 1Y | +188.3% | +34.3% | +154.0% | +101.3% |
| 3Y | +225.3% | +87.0% | +138.4% | +48.5% |
| 5Y | +262.0% | +49.9% | +212.0% | +125.7% |
| 10Y | +1,707.5% | +144.8% | +1,562.7% | +627.3% |
| All | +1,707.5% | +140.4% | +1,567.1% | +627.3% |
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