+142.4%
GILD vs IEMG
+48.5%
+93.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +5.8% | +1.9% | +3.9% | +5.3% |
| 3M | +14.9% | +1.4% | +13.5% | +14.2% |
| 6M | -0.4% | +15.2% | -15.5% | -4.7% |
| YTD | +18.5% | +23.8% | -5.3% | +11.3% |
| 1Y | +25.1% | +30.7% | -5.5% | +15.7% |
| 3Y | +105.9% | +83.3% | +22.6% | +72.9% |
| All | +142.4% | +48.5% | +93.9% | +110.8% |
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