+245.3%
NEM vs IEMG
+83.7%
+161.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | +0.2% |
| 30D | +7.8% | +1.9% | +5.9% | +6.0% |
| 3M | +30.2% | +1.4% | +28.8% | +27.8% |
| 6M | +9.6% | +15.2% | -5.6% | -4.6% |
| YTD | +27.8% | +23.8% | +4.0% | +4.7% |
| 1Y | +60.7% | +30.7% | +30.0% | +25.7% |
| 3Y | +245.3% | +83.3% | +162.0% | +91.6% |
| All | +245.3% | +83.7% | +161.6% | +91.6% |
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