+13.3%
ANET vs IEMG
+7.4%
+5.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.6% | -5.2% | -3.8% |
| 7D | -13.6% | -7.4% | -6.2% | -4.4% |
| 30D | -26.1% | -14.9% | -11.2% | -9.6% |
| 3M | -19.3% | -11.6% | -7.8% | -5.5% |
| 6M | -6.5% | -11.1% | +4.6% | +8.5% |
| YTD | +21.5% | +6.0% | +15.4% | +2.8% |
| 1Y | +13.3% | +6.5% | +6.8% | -4.8% |
| All | +13.3% | +7.4% | +5.9% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling