+57.7%
AMGN vs IEMG
+83.7%
-25.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.7% |
| 7D | -13.7% | -1.3% | -12.4% | -13.4% |
| 30D | -8.8% | +1.9% | -10.7% | -9.3% |
| 3M | +7.2% | +1.4% | +5.8% | +6.4% |
| 6M | +1.3% | +15.2% | -13.9% | -5.2% |
| YTD | +17.6% | +23.8% | -6.2% | +6.7% |
| 1Y | +37.2% | +30.7% | +6.5% | +21.5% |
| 3Y | +57.7% | +83.3% | -25.5% | +15.9% |
| All | +57.7% | +83.7% | -25.9% | +15.9% |
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