+20.5%
AMD vs IEMG
-8.2%
+28.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +2.3% |
| 7D | +13.1% | +0.7% | +12.4% | +13.3% |
| 30D | -7.0% | -6.4% | -0.6% | +8.3% |
| 3M | +16.6% | -5.5% | +22.1% | +33.3% |
| 6M | +20.5% | -8.3% | +28.8% | +47.0% |
| All | +20.5% | -8.2% | +28.7% | +47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling