+143.8%
IBM vs IEMG
+145.8%
-2.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.7% | +3.3% |
| 7D | +3.6% | -1.3% | +4.9% | +4.3% |
| 30D | +3.1% | +1.9% | +1.2% | +2.1% |
| 3M | -10.8% | +1.4% | -12.3% | -12.6% |
| 6M | -0.8% | +15.2% | -16.0% | -9.8% |
| YTD | -16.2% | +23.8% | -40.0% | -27.1% |
| 1Y | -2.9% | +30.7% | -33.5% | -18.1% |
| 3Y | +79.8% | +83.3% | -3.4% | +23.9% |
| 5Y | +124.9% | +48.8% | +76.1% | +73.5% |
| All | +143.8% | +145.8% | -2.0% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling