+8,378.1%
AMD vs IEMG
+142.9%
+8,235.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -0.5% |
| 7D | +10.4% | -0.9% | +11.3% | +11.8% |
| 30D | +6.2% | +2.1% | +4.1% | +3.2% |
| 3M | +11.3% | +4.6% | +6.7% | +6.9% |
| 6M | +147.8% | +14.0% | +133.8% | +114.8% |
| YTD | +135.2% | +22.3% | +112.8% | +86.5% |
| 1Y | +215.7% | +30.7% | +185.0% | +131.7% |
| 3Y | +374.7% | +83.2% | +291.5% | +130.4% |
| 5Y | +378.7% | +47.0% | +331.7% | +216.2% |
| All | +8,378.1% | +142.9% | +8,235.3% | +3,392.0% |
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