+8,752.5%
NFLX vs IEMG
+142.6%
+8,609.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.6% |
| 7D | -8.1% | +1.6% | -9.7% | -9.2% |
| 30D | -0.3% | +4.6% | -5.0% | -3.8% |
| 3M | -6.6% | +4.8% | -11.5% | -11.2% |
| 6M | -22.7% | +16.8% | -39.5% | -33.6% |
| YTD | -18.9% | +24.8% | -43.8% | -34.4% |
| 1Y | -39.8% | +34.3% | -74.1% | -54.3% |
| 3Y | +71.7% | +87.0% | -15.3% | -1.7% |
| 5Y | +27.2% | +49.9% | -22.7% | -12.0% |
| 10Y | +687.9% | +144.8% | +543.1% | +280.9% |
| All | +8,752.5% | +142.6% | +8,609.9% | +4,336.2% |
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