+1,449.6%
NET vs IEMG
+100.7%
+1,348.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -3.8% |
| 7D | -7.0% | +2.2% | -9.2% | -9.2% |
| 30D | -4.8% | +4.6% | -9.4% | -9.4% |
| 3M | +3.8% | +0.4% | +3.5% | +1.9% |
| 6M | +50.0% | +16.4% | +33.7% | +21.6% |
| YTD | +41.5% | +25.4% | +16.0% | +4.2% |
| 1Y | +32.8% | +38.3% | -5.4% | -12.9% |
| 3Y | +335.9% | +84.1% | +251.8% | +103.7% |
| 5Y | +113.8% | +49.0% | +64.8% | +26.4% |
| All | +1,449.6% | +100.7% | +1,348.8% | +648.3% |
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