+85.1%
IEMG vs NIO
-51.7%
+136.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | +2.7% | -14.5% | +17.2% | +4.4% |
| 30D | -5.7% | -15.0% | +9.2% | -4.1% |
| 3M | -8.8% | -35.6% | +26.8% | -4.6% |
| 6M | -8.9% | -55.7% | +46.8% | -1.1% |
| YTD | +11.2% | -43.1% | +54.3% | +17.1% |
| 1Y | +12.2% | -53.5% | +65.7% | +20.4% |
| 3Y | +68.5% | -59.8% | +128.4% | +76.2% |
| 5Y | +34.3% | -93.2% | +127.6% | +56.2% |
| All | +85.1% | -51.7% | +136.7% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling