+116.3%
IBM vs IEMG
+45.7%
+70.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.8% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | -1.8% | +2.1% | -4.0% | -2.5% |
| 3M | -13.5% | +4.6% | -18.1% | -15.8% |
| 6M | -5.1% | +14.0% | -19.1% | -10.9% |
| YTD | -19.4% | +22.3% | -41.7% | -26.7% |
| 1Y | -6.5% | +30.7% | -37.2% | -17.4% |
| 3Y | +73.8% | +83.2% | -9.4% | +34.1% |
| 5Y | +116.3% | +47.0% | +69.3% | +78.0% |
| All | +116.3% | +45.7% | +70.6% | +78.0% |
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 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