+1,472.1%
AXTI vs IEMG
+145.8%
+1,326.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -1.7% |
| 7D | +5.1% | -1.3% | +6.4% | +7.3% |
| 30D | -17.5% | +1.9% | -19.4% | -18.9% |
| 3M | -26.7% | +1.4% | -28.1% | -23.4% |
| 6M | +36.8% | +15.2% | +21.6% | +19.6% |
| YTD | +296.1% | +23.8% | +272.3% | +218.2% |
| 1Y | +1,810.6% | +30.7% | +1,780.0% | +1,367.8% |
| 3Y | +2,587.6% | +83.3% | +2,504.3% | +1,283.8% |
| 5Y | +601.7% | +48.8% | +553.0% | +381.6% |
| All | +1,472.1% | +145.8% | +1,326.3% | +607.7% |
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 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