+1,235.6%
GLW vs IEMG
+116.0%
+1,119.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.9% |
| 7D | +7.7% | +2.7% | +5.0% | +5.3% |
| 30D | -18.8% | -5.7% | -13.1% | -13.4% |
| 3M | -27.7% | -8.8% | -19.0% | -19.8% |
| 6M | -44.4% | -8.9% | -35.5% | -36.7% |
| YTD | +31.3% | +11.2% | +20.1% | +28.1% |
| 1Y | +40.0% | +12.2% | +27.8% | +35.8% |
| 3Y | +339.2% | +68.5% | +270.7% | +203.9% |
| 5Y | +229.2% | +34.3% | +194.8% | +172.3% |
| 10Y | +528.4% | +131.1% | +397.2% | +243.6% |
| All | +1,235.6% | +116.0% | +1,119.5% | +651.9% |
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