+137.4%
IEMG vs NTNX
+148.8%
-11.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.3% | -3.1% | +1.9% | -0.9% |
| 30D | +1.9% | +2.0% | -0.1% | +1.6% |
| 3M | +1.4% | +34.0% | -32.5% | -2.2% |
| 6M | +15.2% | +72.4% | -57.2% | +7.3% |
| YTD | +23.8% | +27.5% | -3.7% | +19.2% |
| 1Y | +30.7% | -18.7% | +49.4% | +32.5% |
| 3Y | +83.3% | +80.8% | +2.5% | +64.4% |
| 5Y | +48.8% | +54.5% | -5.7% | +32.0% |
| All | +137.4% | +148.8% | -11.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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