+118.0%
AXP vs IEMG
+49.3%
+68.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.6% | +2.8% | -2.2% | -1.3% |
| 30D | -4.3% | +4.6% | -9.0% | -7.3% |
| 3M | +4.7% | +5.5% | -0.8% | 0.0% |
| 6M | +9.0% | +19.7% | -10.7% | -6.8% |
| YTD | -11.1% | +25.5% | -36.7% | -27.4% |
| 1Y | +1.3% | +35.5% | -34.2% | -22.6% |
| 3Y | +114.5% | +88.0% | +26.5% | +21.8% |
| 5Y | +118.0% | +50.6% | +67.5% | +54.7% |
| All | +118.0% | +49.3% | +68.8% | +54.7% |
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