+1,425.2%
AMAT vs IEMG
+135.4%
+1,289.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.7% | +2.8% |
| 7D | +7.0% | +0.7% | +6.2% | +7.0% |
| 30D | -20.6% | -6.4% | -14.2% | -11.5% |
| 3M | -24.8% | -5.5% | -19.2% | -17.1% |
| 6M | -10.7% | -8.3% | -2.4% | +5.2% |
| YTD | +54.3% | +13.2% | +41.1% | +37.4% |
| 1Y | +73.7% | +13.0% | +60.7% | +55.4% |
| 3Y | +168.4% | +71.6% | +96.8% | +39.5% |
| 5Y | +167.6% | +37.1% | +130.4% | +91.3% |
| 10Y | +1,425.2% | +135.2% | +1,289.9% | +586.0% |
| All | +1,425.2% | +135.4% | +1,289.8% | +586.0% |
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