+50.1%
MSFT vs IEMG
+83.7%
-33.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.3% |
| 30D | +0.8% | +1.9% | -1.1% | 0.0% |
| 3M | +27.2% | +1.4% | +25.8% | +25.3% |
| 6M | +22.9% | +15.2% | +7.7% | +13.0% |
| YTD | +3.1% | +23.8% | -20.7% | -9.4% |
| 1Y | -0.3% | +30.7% | -30.9% | -15.1% |
| 3Y | +50.1% | +83.3% | -33.2% | +3.8% |
| All | +50.1% | +83.7% | -33.6% | +3.8% |
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