+103.4%
AMGN vs IEMG
+48.5%
+54.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.6% |
| 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% | +6.5% |
| 6M | +1.3% | +15.2% | -13.9% | -3.6% |
| YTD | +17.6% | +23.8% | -6.2% | +9.6% |
| 1Y | +37.2% | +30.7% | +6.5% | +25.8% |
| 3Y | +57.7% | +83.3% | -25.5% | +31.5% |
| All | +103.4% | +48.5% | +54.9% | +79.9% |
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 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