+233.3%
NEM vs IEMG
+142.6%
+90.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +3.1% | +1.6% | +1.4% | +2.1% |
| 30D | +10.0% | +4.6% | +5.4% | +7.3% |
| 3M | +30.9% | +4.8% | +26.0% | +27.5% |
| 6M | +10.5% | +16.8% | -6.3% | +2.0% |
| YTD | +29.7% | +24.8% | +4.9% | +16.1% |
| 1Y | +71.1% | +34.3% | +36.8% | +47.8% |
| 3Y | +252.1% | +87.0% | +165.1% | +158.8% |
| 5Y | +157.7% | +49.9% | +107.8% | +106.7% |
| 10Y | +319.4% | +144.8% | +174.6% | +151.9% |
| All | +233.3% | +142.6% | +90.7% | +92.8% |
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 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