+1,761.8%
ASML vs IEMG
+137.4%
+1,624.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.8% |
| 7D | +6.0% | +2.8% | +3.2% | +2.4% |
| 30D | +1.4% | +4.6% | -3.3% | -4.2% |
| 3M | +1.0% | +5.5% | -4.5% | -4.7% |
| 6M | +37.0% | +19.7% | +17.3% | +10.8% |
| YTD | +65.8% | +25.5% | +40.2% | +26.8% |
| 1Y | +123.1% | +35.5% | +87.6% | +55.8% |
| 3Y | +188.2% | +88.0% | +100.2% | +37.7% |
| 5Y | +115.6% | +50.6% | +65.0% | +36.3% |
| 10Y | +1,761.8% | +138.4% | +1,623.5% | +709.1% |
| All | +1,761.8% | +137.4% | +1,624.5% | +709.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling