+28.0%
NBIS vs IEMG
+13.6%
+14.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -8.6% |
| 7D | -22.4% | -3.1% | -19.3% | -16.7% |
| 30D | -39.1% | -10.3% | -28.8% | -22.1% |
| 3M | -37.3% | -6.6% | -30.7% | -25.5% |
| 6M | -19.8% | -3.9% | -15.9% | -6.6% |
| YTD | +69.1% | +12.4% | +56.7% | +22.5% |
| 1Y | +28.0% | +13.9% | +14.1% | -12.0% |
| All | +28.0% | +13.6% | +14.4% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling