+103.2%
INTC vs IEMG
+48.5%
+54.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.0% |
| 7D | +7.5% | -1.3% | +8.7% | +9.5% |
| 30D | +2.0% | +1.9% | +0.1% | -0.3% |
| 3M | -12.0% | +1.4% | -13.4% | -11.5% |
| 6M | +114.5% | +15.2% | +99.4% | +88.2% |
| YTD | +179.0% | +23.8% | +155.1% | +125.6% |
| 1Y | +318.3% | +30.7% | +287.6% | +219.2% |
| 3Y | +171.2% | +83.3% | +87.9% | +44.8% |
| All | +103.2% | +48.5% | +54.7% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling