+361.6%
LRCX vs IEMG
+83.7%
+277.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -2.1% |
| 7D | -3.1% | -1.3% | -1.8% | -0.7% |
| 30D | -8.6% | +1.9% | -10.5% | -11.5% |
| 3M | -17.7% | +1.4% | -19.1% | -17.7% |
| 6M | +36.4% | +15.2% | +21.2% | +11.6% |
| YTD | +74.5% | +23.8% | +50.7% | +27.9% |
| 1Y | +159.4% | +30.7% | +128.8% | +76.3% |
| 3Y | +361.6% | +83.3% | +278.3% | +96.8% |
| All | +361.6% | +83.7% | +277.9% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling