+165.0%
AMAT vs IEMG
+68.4%
+96.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.5% | +6.6% |
| 7D | -1.1% | -0.1% | -0.9% | +0.1% |
| 30D | -26.9% | -8.8% | -18.2% | -14.0% |
| 3M | -31.2% | -7.2% | -24.0% | -21.2% |
| 6M | -14.7% | -9.8% | -4.9% | +4.4% |
| YTD | +44.7% | +11.4% | +33.3% | +29.6% |
| 1Y | +62.0% | +13.2% | +48.8% | +41.8% |
| 3Y | +165.0% | +70.0% | +94.9% | +30.8% |
| All | +165.0% | +68.4% | +96.5% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling