+7,601.2%
AMD vs IEMG
+130.1%
+7,471.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.3% |
| 7D | +6.5% | -0.7% | +7.1% | +9.2% |
| 30D | -15.3% | -9.4% | -5.9% | -0.2% |
| 3M | +9.7% | -7.3% | +17.0% | +25.5% |
| 6M | +13.2% | -10.4% | +23.6% | +39.4% |
| YTD | +140.6% | +10.6% | +129.9% | +125.8% |
| 1Y | +111.2% | +10.5% | +100.6% | +99.2% |
| 3Y | +334.4% | +67.7% | +266.7% | +144.7% |
| 5Y | +268.3% | +36.2% | +232.2% | +179.1% |
| All | +7,601.2% | +130.1% | +7,471.1% | +3,904.1% |
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