+82.1%
IEMG vs NVT
+694.8%
-612.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | -0.9% | +2.0% | -2.9% | -1.5% |
| 30D | +2.1% | -7.2% | +9.3% | +4.1% |
| 3M | +4.6% | -0.9% | +5.5% | +4.3% |
| 6M | +14.0% | +42.6% | -28.5% | +2.1% |
| YTD | +22.3% | +52.9% | -30.5% | +7.2% |
| 1Y | +30.7% | +64.5% | -33.8% | +11.5% |
| 3Y | +83.2% | +178.0% | -94.8% | +27.6% |
| 5Y | +47.0% | +402.8% | -355.8% | -17.8% |
| All | +82.1% | +694.8% | -612.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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