+1,411.0%
ASML vs IEMG
+114.6%
+1,296.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +2.3% |
| 7D | -9.0% | -2.8% | -6.3% | -5.5% |
| 30D | -21.0% | -12.0% | -9.0% | -6.6% |
| 3M | -16.3% | -9.0% | -7.3% | -5.1% |
| 6M | -7.5% | -11.8% | +4.3% | +10.0% |
| YTD | +34.0% | +8.3% | +25.7% | +23.9% |
| 1Y | +39.3% | +9.6% | +29.6% | +27.0% |
| 3Y | +128.9% | +62.3% | +66.6% | +31.3% |
| 5Y | +76.1% | +33.5% | +42.6% | +30.2% |
| All | +1,411.0% | +114.6% | +1,296.4% | +684.7% |
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