+92.5%
NKE vs IEMG
+140.6%
-48.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.3% |
| 7D | -4.2% | -1.3% | -2.9% | -3.3% |
| 30D | -8.2% | +1.9% | -10.1% | -9.5% |
| 3M | -19.1% | +1.4% | -20.5% | -20.8% |
| 6M | -32.6% | +15.2% | -47.8% | -40.2% |
| YTD | -40.7% | +23.8% | -64.5% | -50.2% |
| 1Y | -48.9% | +30.7% | -79.5% | -58.7% |
| 3Y | -59.2% | +83.3% | -142.5% | -74.3% |
| 5Y | -75.3% | +48.8% | -124.1% | -82.1% |
| 10Y | -23.1% | +142.8% | -165.9% | -58.8% |
| All | +92.5% | +140.6% | -48.1% | -4.6% |
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