+608.9%
AXP vs IEMG
+119.9%
+489.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.6% |
| 30D | +3.7% | -6.4% | +10.1% | +8.5% |
| 3M | -4.9% | -5.5% | +0.6% | -1.7% |
| 6M | +4.1% | -8.3% | +12.4% | +8.4% |
| YTD | -11.7% | +13.2% | -24.9% | -22.7% |
| 1Y | -11.7% | +13.0% | -24.7% | -22.6% |
| 3Y | +116.5% | +71.6% | +44.9% | +34.7% |
| 5Y | +89.5% | +37.1% | +52.4% | +40.8% |
| 10Y | +424.9% | +135.2% | +289.7% | +167.7% |
| All | +608.9% | +119.9% | +489.0% | +260.7% |
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 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