+45.4%
NU vs IEMG
+53.0%
-7.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +2.5% |
| 7D | -4.2% | -0.9% | -3.3% | -3.3% |
| 30D | +10.0% | +2.1% | +7.9% | +7.0% |
| 3M | +29.3% | +4.6% | +24.7% | +20.0% |
| 6M | +0.9% | +14.0% | -13.1% | -18.7% |
| YTD | -10.3% | +22.3% | -32.6% | -34.7% |
| 1Y | -3.2% | +30.7% | -33.8% | -36.1% |
| 3Y | +120.6% | +83.2% | +37.4% | -15.2% |
| All | +45.4% | +53.0% | -7.6% | -5.0% |
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 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