+171.2%
INTC vs IEMG
+83.7%
+87.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +0.7% |
| 7D | +7.5% | -1.3% | +8.7% | +9.8% |
| 30D | +2.0% | +1.9% | +0.1% | -0.8% |
| 3M | -12.0% | +1.4% | -13.4% | -11.8% |
| 6M | +114.5% | +15.2% | +99.4% | +82.7% |
| YTD | +179.0% | +23.8% | +155.1% | +115.3% |
| 1Y | +318.3% | +30.7% | +287.6% | +201.2% |
| 3Y | +171.2% | +83.3% | +87.9% | +23.7% |
| All | +171.2% | +83.7% | +87.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 3y: compounded portfolio wealth divided by compounded IEMG 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…
3y analysis · Full analysis span regression · 6 months rolling