+1,877.1%
GOOG vs IEMG
+137.7%
+1,739.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +2.1% |
| 7D | -2.5% | -0.9% | -1.6% | -1.9% |
| 30D | -3.6% | +2.1% | -5.7% | -5.2% |
| 3M | -6.4% | +4.6% | -11.0% | -10.3% |
| 6M | +7.8% | +14.0% | -6.3% | -3.6% |
| YTD | +5.5% | +22.3% | -16.8% | -10.8% |
| 1Y | +38.3% | +30.7% | +7.6% | +11.4% |
| 3Y | +143.1% | +83.2% | +59.9% | +51.7% |
| 5Y | +135.0% | +47.0% | +88.0% | +71.8% |
| 10Y | +778.1% | +139.9% | +638.2% | +367.9% |
| All | +1,877.1% | +137.7% | +1,739.4% | +923.4% |
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