+136.0%
GOOG vs IEMG
+48.5%
+87.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +1.0% |
| 30D | -2.0% | +1.9% | -3.9% | -3.5% |
| 3M | -5.9% | +1.4% | -7.3% | -7.6% |
| 6M | +8.9% | +15.2% | -6.3% | -4.7% |
| YTD | +7.1% | +23.8% | -16.7% | -12.5% |
| 1Y | +39.7% | +30.7% | +9.0% | +9.0% |
| 3Y | +145.8% | +83.3% | +62.6% | +40.6% |
| All | +136.0% | +48.5% | +87.5% | +58.3% |
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 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