+599.4%
INTC vs IEMG
+142.6%
+456.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | +18.0% | +1.6% | +16.4% | +16.2% |
| 30D | +8.9% | +4.6% | +4.3% | +4.3% |
| 3M | -1.6% | +4.8% | -6.4% | -3.9% |
| 6M | +133.1% | +16.8% | +116.3% | +108.7% |
| YTD | +187.9% | +24.8% | +163.1% | +143.2% |
| 1Y | +334.7% | +34.3% | +300.4% | +244.6% |
| 3Y | +184.2% | +87.0% | +97.2% | +70.8% |
| 5Y | +116.0% | +49.9% | +66.1% | +56.3% |
| 10Y | +270.0% | +144.8% | +125.2% | +86.3% |
| All | +599.4% | +142.6% | +456.8% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling