+123.1%
ASML vs IEMG
+36.1%
+87.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.8% |
| 7D | +6.0% | +2.8% | +3.2% | +2.1% |
| 30D | +1.4% | +4.6% | -3.3% | -4.8% |
| 3M | +1.0% | +5.5% | -4.5% | -5.4% |
| 6M | +37.0% | +19.7% | +17.3% | +7.2% |
| YTD | +65.8% | +25.5% | +40.2% | +17.4% |
| 1Y | +123.1% | +35.5% | +87.6% | +46.2% |
| All | +123.1% | +36.1% | +87.0% | +46.2% |
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