-37.8%
NFLX vs IEMG
+38.7%
-76.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.2% |
| 7D | -4.2% | +2.2% | -6.5% | -4.0% |
| 30D | +5.5% | +4.6% | +0.8% | +5.8% |
| 3M | -4.1% | +0.4% | -4.4% | -3.8% |
| 6M | -20.7% | +16.4% | -37.0% | -21.4% |
| YTD | -16.5% | +25.4% | -42.0% | -16.7% |
| 1Y | -37.8% | +38.3% | -76.0% | -34.9% |
| All | -37.8% | +38.7% | -76.5% | -34.9% |
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