+140.8%
IEMG vs NDAQ
+368.2%
-227.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | -5.6% | +4.3% | +0.7% |
| 30D | +1.9% | -4.4% | +6.3% | +3.4% |
| 3M | +1.4% | +5.9% | -4.4% | -1.3% |
| 6M | +15.2% | +7.7% | +7.4% | +10.9% |
| YTD | +23.8% | -5.2% | +29.0% | +24.6% |
| 1Y | +30.7% | -3.4% | +34.0% | +30.2% |
| 3Y | +83.3% | +85.6% | -2.3% | +37.7% |
| 5Y | +48.8% | +49.5% | -0.7% | +19.8% |
| All | +140.8% | +368.2% | -227.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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