+482.4%
NOK vs IEMG
+137.7%
+344.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | +0.4% |
| 7D | +8.7% | -0.9% | +9.6% | +9.5% |
| 30D | +12.5% | +2.1% | +10.4% | +10.7% |
| 3M | -20.7% | +4.6% | -25.3% | -22.9% |
| 6M | +36.2% | +14.0% | +22.1% | +24.4% |
| YTD | +64.1% | +22.3% | +41.8% | +41.4% |
| 1Y | +132.4% | +30.7% | +101.7% | +89.7% |
| 3Y | +182.9% | +83.2% | +99.7% | +74.8% |
| 5Y | +102.8% | +47.0% | +55.8% | +49.3% |
| 10Y | +126.8% | +139.9% | -13.0% | +8.2% |
| All | +482.4% | +137.7% | +344.7% | +157.3% |
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