+113.4%
CSCO vs IEMG
+45.7%
+67.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.6% |
| 30D | -10.8% | +2.1% | -12.9% | -11.8% |
| 3M | -9.2% | +4.6% | -13.8% | -11.6% |
| 6M | +39.5% | +14.0% | +25.5% | +29.5% |
| YTD | +41.5% | +22.3% | +19.2% | +26.4% |
| 1Y | +61.0% | +30.7% | +30.3% | +38.8% |
| 3Y | +105.2% | +83.2% | +22.0% | +47.3% |
| 5Y | +113.4% | +47.0% | +66.5% | +68.9% |
| All | +113.4% | +45.7% | +67.7% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling