+80,181.5%
NVDA vs IEMG
+142.6%
+80,039.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -0.3% | +1.6% | -1.9% | -2.1% |
| 30D | +2.8% | +4.6% | -1.8% | -2.2% |
| 3M | +7.4% | +4.8% | +2.6% | +1.4% |
| 6M | +22.6% | +16.8% | +5.8% | +1.4% |
| YTD | +20.1% | +24.8% | -4.8% | -8.4% |
| 1Y | +31.2% | +34.3% | -3.1% | -7.7% |
| 3Y | +391.7% | +87.0% | +304.8% | +142.9% |
| 5Y | +911.9% | +49.9% | +861.9% | +558.2% |
| 10Y | +15,200.7% | +144.8% | +15,055.9% | +6,800.3% |
| All | +80,181.5% | +142.6% | +80,039.0% | +34,724.8% |
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