+69.1%
CSCO vs IEMG
+31.6%
+37.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.8% |
| 7D | +2.7% | -1.3% | +4.0% | +3.3% |
| 30D | -9.5% | +1.9% | -11.4% | -10.2% |
| 3M | -7.6% | +1.4% | -9.0% | -8.4% |
| 6M | +44.9% | +15.2% | +29.7% | +35.8% |
| YTD | +47.7% | +23.8% | +23.9% | +35.1% |
| 1Y | +69.1% | +30.7% | +38.4% | +51.4% |
| All | +69.1% | +31.6% | +37.5% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling