+376.7%
AMD vs IEMG
+87.9%
+288.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +10.0% | +2.8% | +7.2% | +4.9% |
| 30D | +4.6% | +4.6% | 0.0% | -3.4% |
| 3M | +3.1% | +5.5% | -2.4% | -4.2% |
| 6M | +162.8% | +19.7% | +143.1% | +101.0% |
| YTD | +136.2% | +25.5% | +110.6% | +66.8% |
| 1Y | +234.0% | +35.5% | +198.5% | +110.4% |
| 3Y | +376.7% | +88.0% | +288.7% | +86.7% |
| All | +376.7% | +87.9% | +288.8% | +86.7% |
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