+13.9%
IEMG vs NVS
+37.6%
-23.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | -3.1% | +5.7% | -8.8% | -3.3% |
| 30D | -10.3% | +17.1% | -27.4% | -11.1% |
| 3M | -6.6% | +7.6% | -14.2% | -7.1% |
| 6M | -3.9% | +14.1% | -17.9% | -6.6% |
| YTD | +12.4% | +23.3% | -10.9% | +10.1% |
| 1Y | +13.9% | +36.0% | -22.1% | +10.2% |
| All | +13.9% | +37.6% | -23.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling