+1,838.4%
GLW vs IEMG
+143.9%
+1,694.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.5% |
| 7D | +14.0% | +2.8% | +11.2% | +11.2% |
| 30D | +0.4% | +4.6% | -4.3% | -3.6% |
| 3M | -11.3% | +5.5% | -16.8% | -13.7% |
| 6M | +35.1% | +19.7% | +15.4% | +19.5% |
| YTD | +90.5% | +25.5% | +65.0% | +63.2% |
| 1Y | +132.0% | +35.5% | +96.5% | +87.3% |
| 3Y | +463.3% | +88.0% | +375.3% | +245.5% |
| 5Y | +382.5% | +50.6% | +331.9% | +252.3% |
| 10Y | +837.6% | +138.4% | +699.3% | +375.5% |
| All | +1,838.4% | +143.9% | +1,694.6% | +858.3% |
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