-48.9%
NKE vs IEMG
+31.6%
-80.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -8.2% | +1.9% | -10.1% | -8.5% |
| 3M | -19.1% | +1.4% | -20.5% | -19.3% |
| 6M | -32.6% | +15.2% | -47.8% | -36.3% |
| YTD | -40.7% | +23.8% | -64.5% | -46.0% |
| 1Y | -48.9% | +30.7% | -79.5% | -57.0% |
| All | -48.9% | +31.6% | -80.4% | -57.0% |
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