+278.7%
AMD vs IEMG
+37.7%
+241.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +3.2% |
| 7D | +13.1% | +0.7% | +12.4% | +13.8% |
| 30D | -7.0% | -6.4% | -0.6% | +7.1% |
| 3M | +16.6% | -5.5% | +22.1% | +32.4% |
| 6M | +20.5% | -8.3% | +28.8% | +47.4% |
| YTD | +158.2% | +13.2% | +145.0% | +125.5% |
| 1Y | +132.8% | +13.0% | +119.8% | +104.8% |
| 3Y | +366.2% | +71.6% | +294.6% | +112.6% |
| 5Y | +278.7% | +37.1% | +241.5% | +156.0% |
| All | +278.7% | +37.7% | +241.0% | +156.0% |
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 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