+79.4%
AMZN vs IEMG
+83.7%
-4.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.2% |
| 7D | -0.7% | -1.3% | +0.6% | +0.2% |
| 30D | -3.9% | +1.9% | -5.8% | -5.2% |
| 3M | +6.3% | +1.4% | +4.9% | +4.4% |
| 6M | +20.8% | +15.2% | +5.6% | +6.4% |
| YTD | +11.2% | +23.8% | -12.6% | -8.5% |
| 1Y | +11.7% | +30.7% | -19.0% | -12.2% |
| 3Y | +79.4% | +83.3% | -3.8% | +1.6% |
| All | +79.4% | +83.7% | -4.2% | +1.6% |
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