+2,130.6%
MSFT vs IEMG
+143.9%
+1,986.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -1.4% | +2.8% | -4.2% | -3.3% |
| 30D | -1.0% | +4.6% | -5.7% | -4.3% |
| 3M | +20.2% | +5.5% | +14.7% | +14.4% |
| 6M | +21.3% | +19.7% | +1.6% | +3.9% |
| YTD | +2.8% | +25.5% | -22.7% | -15.5% |
| 1Y | 0.0% | +35.5% | -35.6% | -22.6% |
| 3Y | +51.2% | +88.0% | -36.7% | -10.2% |
| 5Y | +71.4% | +50.6% | +20.9% | +20.4% |
| 10Y | +868.6% | +138.4% | +730.3% | +381.9% |
| All | +2,130.6% | +143.9% | +1,986.7% | +930.5% |
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