+889.8%
NVDA vs IEMG
+48.5%
+841.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -1.7% |
| 7D | -5.1% | -1.3% | -3.8% | -3.4% |
| 30D | -2.5% | +1.9% | -4.4% | -5.0% |
| 3M | +6.7% | +1.4% | +5.3% | +3.8% |
| 6M | +17.6% | +15.2% | +2.4% | -7.0% |
| YTD | +17.3% | +23.8% | -6.5% | -18.1% |
| 1Y | +23.5% | +30.7% | -7.2% | -20.8% |
| 3Y | +384.6% | +83.3% | +301.3% | +79.9% |
| All | +889.8% | +48.5% | +841.2% | +441.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling