+538.6%
AMGN vs IEMG
+137.7%
+400.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.3% |
| 7D | -13.9% | -0.9% | -13.0% | -13.6% |
| 30D | -7.1% | +2.1% | -9.3% | -8.1% |
| 3M | +13.9% | +4.6% | +9.3% | +10.8% |
| 6M | +3.2% | +14.0% | -10.8% | -4.4% |
| YTD | +19.2% | +22.3% | -3.1% | +6.6% |
| 1Y | +41.1% | +30.7% | +10.5% | +22.1% |
| 3Y | +61.3% | +83.2% | -21.9% | +17.2% |
| 5Y | +109.1% | +47.0% | +62.1% | +67.8% |
| 10Y | +209.4% | +139.9% | +69.6% | +80.2% |
| All | +538.6% | +137.7% | +400.9% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling