+175.6%
ASML vs IEMG
+88.2%
+87.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +1.8% |
| 7D | +1.1% | +2.2% | -1.1% | -2.0% |
| 30D | +2.2% | +4.6% | -2.4% | -4.2% |
| 3M | -2.3% | +0.4% | -2.7% | -2.2% |
| 6M | +23.0% | +16.4% | +6.6% | 0.0% |
| YTD | +61.1% | +25.4% | +35.6% | +17.2% |
| 1Y | +129.1% | +38.3% | +90.8% | +45.5% |
| All | +175.6% | +88.2% | +87.4% | +14.5% |
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