+84.2%
JNJ vs IEMG
+48.5%
+35.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.5% |
| 30D | +2.3% | +1.9% | +0.4% | +2.2% |
| 3M | +12.0% | +1.4% | +10.6% | +11.9% |
| 6M | +10.5% | +15.2% | -4.7% | +8.7% |
| YTD | +30.4% | +23.8% | +6.6% | +27.4% |
| 1Y | +52.1% | +30.7% | +21.5% | +47.8% |
| 3Y | +77.8% | +83.3% | -5.5% | +66.1% |
| All | +84.2% | +48.5% | +35.7% | +77.3% |
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 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