+850.3%
CSCO vs IEMG
+143.9%
+706.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -0.5% | +2.8% | -3.3% | -2.2% |
| 30D | -10.1% | +4.6% | -14.7% | -12.6% |
| 3M | -11.7% | +5.5% | -17.2% | -15.0% |
| 6M | +40.1% | +19.7% | +20.4% | +23.9% |
| YTD | +43.8% | +25.5% | +18.3% | +23.3% |
| 1Y | +66.6% | +35.5% | +31.1% | +35.9% |
| 3Y | +108.5% | +88.0% | +20.5% | +37.1% |
| 5Y | +114.0% | +50.6% | +63.4% | +60.3% |
| 10Y | +366.8% | +138.4% | +228.5% | +155.1% |
| All | +850.3% | +143.9% | +706.5% | +407.9% |
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 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