+103.6%
IEMG vs NIO
-40.3%
+143.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | -0.9% | -7.3% | +6.4% | -0.1% |
| 30D | +2.1% | -22.5% | +24.6% | +4.8% |
| 3M | +4.6% | -30.9% | +35.5% | +8.6% |
| 6M | +14.0% | -37.2% | +51.2% | +19.2% |
| YTD | +22.3% | -29.8% | +52.1% | +26.1% |
| 1Y | +30.7% | -37.4% | +68.1% | +35.7% |
| 3Y | +83.2% | -64.3% | +147.6% | +93.0% |
| 5Y | +47.0% | -90.6% | +137.6% | +65.7% |
| All | +103.6% | -40.3% | +143.9% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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