+613.4%
AXP vs IEMG
+143.7%
+469.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.3% |
| 7D | -2.1% | +2.2% | -4.3% | -3.7% |
| 30D | -6.5% | +4.6% | -11.2% | -9.8% |
| 3M | +4.6% | +0.4% | +4.3% | +3.1% |
| 6M | +5.4% | +16.4% | -10.9% | -8.3% |
| YTD | -11.1% | +25.4% | -36.6% | -27.4% |
| 1Y | -0.3% | +38.3% | -38.6% | -24.9% |
| 3Y | +111.6% | +84.1% | +27.5% | +26.1% |
| 5Y | +117.6% | +49.0% | +68.6% | +53.0% |
| 10Y | +474.1% | +141.8% | +332.3% | +183.0% |
| All | +613.4% | +143.7% | +469.6% | +238.7% |
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