+51.1%
NEM vs IEMG
+13.6%
+37.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +9.0% | +9.0% |
| 7D | +3.7% | -3.1% | +6.8% | +7.2% |
| 30D | +2.0% | -10.3% | +12.3% | +14.3% |
| 3M | +21.1% | -6.6% | +27.7% | +30.0% |
| 6M | +9.5% | -3.9% | +13.4% | +12.1% |
| YTD | +19.1% | +12.4% | +6.7% | -0.1% |
| 1Y | +51.1% | +13.9% | +37.2% | +24.8% |
| All | +51.1% | +13.6% | +37.5% | +24.8% |
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 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