+9,808.7%
LRCX vs IEMG
+137.7%
+9,671.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -3.0% |
| 7D | +1.8% | -0.9% | +2.7% | +3.2% |
| 30D | -4.3% | +2.1% | -6.4% | -6.6% |
| 3M | -7.3% | +4.6% | -11.9% | -9.8% |
| 6M | +38.6% | +14.0% | +24.5% | +22.6% |
| YTD | +74.4% | +22.3% | +52.1% | +42.9% |
| 1Y | +179.1% | +30.7% | +148.4% | +113.1% |
| 3Y | +357.7% | +83.2% | +274.5% | +139.1% |
| 5Y | +424.9% | +47.0% | +377.9% | +262.3% |
| 10Y | +3,642.4% | +139.9% | +3,502.5% | +1,602.4% |
| All | +9,808.7% | +137.7% | +9,671.0% | +4,255.5% |
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