+2,822.4%
ASML vs IEMG
+116.4%
+2,706.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +3.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.3% |
| 30D | -14.9% | -8.8% | -6.1% | -5.1% |
| 3M | -13.0% | -7.2% | -5.8% | -4.7% |
| 6M | -4.7% | -9.8% | +5.1% | +8.7% |
| YTD | +42.3% | +11.4% | +30.9% | +29.6% |
| 1Y | +49.7% | +13.2% | +36.5% | +34.2% |
| 3Y | +144.3% | +70.0% | +74.2% | +44.6% |
| 5Y | +86.4% | +36.6% | +49.8% | +41.4% |
| 10Y | +1,504.8% | +121.0% | +1,383.8% | +743.0% |
| All | +2,822.4% | +116.4% | +2,706.0% | +1,427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling