+467.1%
AXP vs IEMG
+140.4%
+326.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -2.5% | +1.6% | -4.1% | -3.8% |
| 30D | -5.0% | +4.6% | -9.7% | -8.7% |
| 3M | +1.4% | +4.8% | -3.5% | -3.7% |
| 6M | +6.0% | +16.8% | -10.8% | -9.7% |
| YTD | -12.3% | +24.8% | -37.1% | -29.9% |
| 1Y | +0.3% | +34.3% | -34.0% | -25.2% |
| 3Y | +111.7% | +87.0% | +24.7% | +15.7% |
| 5Y | +114.5% | +49.9% | +64.6% | +43.5% |
| 10Y | +467.1% | +144.8% | +322.3% | +159.0% |
| All | +467.1% | +140.4% | +326.6% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling