+140.1%
GOOGL vs IEMG
+48.5%
+91.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +0.9% |
| 7D | 0.0% | -1.3% | +1.3% | +1.0% |
| 30D | -1.4% | +1.9% | -3.3% | -3.0% |
| 3M | -5.3% | +1.4% | -6.7% | -7.1% |
| 6M | +9.8% | +15.2% | -5.4% | -4.0% |
| YTD | +8.4% | +23.8% | -15.5% | -11.4% |
| 1Y | +41.2% | +30.7% | +10.5% | +10.2% |
| 3Y | +149.6% | +83.3% | +66.3% | +43.1% |
| All | +140.1% | +48.5% | +91.6% | +60.1% |
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