+1,869.4%
GOOGL vs IEMG
+142.6%
+1,726.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.9% |
| 7D | -1.9% | +1.6% | -3.5% | -3.0% |
| 30D | -7.5% | +4.6% | -12.1% | -10.6% |
| 3M | -9.2% | +4.8% | -14.0% | -13.0% |
| 6M | +8.1% | +16.8% | -8.8% | -5.1% |
| YTD | +5.8% | +24.8% | -19.0% | -11.9% |
| 1Y | +38.3% | +34.3% | +4.0% | +9.1% |
| 3Y | +144.8% | +87.0% | +57.8% | +50.1% |
| 5Y | +132.5% | +49.9% | +82.6% | +67.3% |
| 10Y | +746.7% | +144.8% | +601.9% | +343.9% |
| All | +1,869.4% | +142.6% | +1,726.8% | +903.0% |
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