+1,121.7%
JPM vs IEMG
+137.7%
+984.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.1% |
| 7D | -2.3% | -0.9% | -1.5% | -1.8% |
| 30D | -2.3% | +2.1% | -4.5% | -3.9% |
| 3M | +14.9% | +4.6% | +10.3% | +10.1% |
| 6M | +23.6% | +14.0% | +9.6% | +9.8% |
| YTD | +11.3% | +22.3% | -11.1% | -6.5% |
| 1Y | +19.9% | +30.7% | -10.8% | -4.2% |
| 3Y | +162.6% | +83.2% | +79.4% | +60.2% |
| 5Y | +154.6% | +47.0% | +107.6% | +82.7% |
| 10Y | +589.9% | +139.9% | +450.0% | +233.2% |
| All | +1,121.7% | +137.7% | +984.0% | +455.4% |
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