+1,362.0%
AMAT vs IEMG
+133.0%
+1,229.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -1.6% |
| 7D | +19.3% | +5.3% | +14.0% | +11.4% |
| 30D | -17.9% | -7.2% | -10.7% | -7.4% |
| 3M | -30.4% | -8.1% | -22.3% | -20.3% |
| 6M | -11.4% | -6.7% | -4.7% | +2.1% |
| YTD | +48.8% | +11.6% | +37.1% | +35.1% |
| 1Y | +66.0% | +11.4% | +54.6% | +51.6% |
| 3Y | +158.8% | +69.3% | +89.5% | +37.2% |
| 5Y | +153.2% | +34.9% | +118.3% | +85.4% |
| All | +1,362.0% | +133.0% | +1,229.1% | +561.4% |
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