+379.9%
CSCO vs IEMG
+145.8%
+234.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.6% |
| 7D | +2.7% | -1.3% | +4.0% | +3.6% |
| 30D | -9.5% | +1.9% | -11.4% | -10.6% |
| 3M | -7.6% | +1.4% | -9.0% | -8.8% |
| 6M | +44.9% | +15.2% | +29.7% | +30.9% |
| YTD | +47.7% | +23.8% | +23.9% | +27.0% |
| 1Y | +69.1% | +30.7% | +38.4% | +40.2% |
| 3Y | +113.5% | +83.3% | +30.2% | +40.1% |
| 5Y | +122.8% | +48.8% | +74.0% | +66.8% |
| All | +379.9% | +145.8% | +234.1% | +162.4% |
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