-11.8%
AMD vs IEMG
-6.9%
-4.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -7.5% |
| 7D | +18.9% | +2.7% | +16.2% | +9.0% |
| 30D | -6.4% | -5.7% | -0.7% | +17.1% |
| All | -11.8% | -6.9% | -4.9% | +18.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling