+15,331.4%
AVGO vs IEMG
+142.6%
+15,188.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.8% | +1.6% | -2.4% | -2.4% |
| 30D | -13.7% | +4.6% | -18.4% | -17.7% |
| 3M | -6.9% | +4.8% | -11.8% | -11.3% |
| 6M | +5.8% | +16.8% | -11.1% | -9.6% |
| YTD | +5.7% | +24.8% | -19.2% | -16.0% |
| 1Y | +9.0% | +34.3% | -25.3% | -18.9% |
| 3Y | +340.5% | +87.0% | +253.6% | +142.1% |
| 5Y | +711.1% | +49.9% | +661.1% | +447.7% |
| 10Y | +2,856.4% | +144.8% | +2,711.6% | +1,193.2% |
| All | +15,331.4% | +142.6% | +15,188.8% | +6,460.1% |
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