+0.3%
AXP vs IEMG
+34.4%
-34.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.5% | +1.6% | -4.1% | -2.9% |
| 30D | -5.0% | +4.6% | -9.7% | -6.2% |
| 3M | +1.4% | +4.8% | -3.5% | -0.5% |
| 6M | +6.0% | +16.8% | -10.8% | -0.7% |
| YTD | -12.3% | +24.8% | -37.1% | -20.2% |
| 1Y | +0.3% | +34.3% | -34.0% | -11.8% |
| All | +0.3% | +34.4% | -34.1% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling