+696.9%
AVGO vs IEMG
+48.5%
+648.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -1.1% |
| 7D | +1.1% | -1.3% | +2.4% | +2.6% |
| 30D | -13.0% | +1.9% | -14.9% | -15.0% |
| 3M | -6.0% | +1.4% | -7.4% | -7.7% |
| 6M | +6.4% | +15.2% | -8.8% | -9.8% |
| YTD | +5.0% | +23.8% | -18.8% | -19.0% |
| 1Y | +1.4% | +30.7% | -29.3% | -26.0% |
| 3Y | +336.8% | +83.3% | +253.5% | +124.7% |
| All | +696.9% | +48.5% | +648.4% | +384.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling