+254.8%
AMAT vs IEMG
+49.2%
+205.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +1.8% |
| 7D | -1.5% | +2.2% | -3.7% | -4.7% |
| 30D | -14.8% | +4.6% | -19.4% | -20.3% |
| 3M | -9.3% | +0.4% | -9.6% | -7.6% |
| 6M | +27.4% | +16.4% | +11.0% | +5.3% |
| YTD | +77.6% | +25.4% | +52.1% | +32.7% |
| 1Y | +188.9% | +38.3% | +150.7% | +89.6% |
| 3Y | +202.3% | +84.1% | +118.2% | +36.0% |
| All | +254.8% | +49.2% | +205.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling