+192.5%
JNJ vs IEMG
+145.8%
+46.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | +2.3% | +1.9% | +0.4% | +1.8% |
| 3M | +12.0% | +1.4% | +10.6% | +11.1% |
| 6M | +10.5% | +15.2% | -4.7% | +5.2% |
| YTD | +30.4% | +23.8% | +6.6% | +21.4% |
| 1Y | +52.1% | +30.7% | +21.5% | +39.2% |
| 3Y | +77.8% | +83.3% | -5.5% | +45.1% |
| 5Y | +82.9% | +48.8% | +34.1% | +59.8% |
| All | +192.5% | +145.8% | +46.7% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling