-3.1%
NVO vs IEMG
+48.5%
-51.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | -7.6% | -1.3% | -6.3% | -7.1% |
| 30D | -6.0% | +1.9% | -7.9% | -6.8% |
| 3M | -0.8% | +1.4% | -2.2% | -2.2% |
| 6M | +16.5% | +15.2% | +1.3% | +6.5% |
| YTD | -11.1% | +23.8% | -34.9% | -21.7% |
| 1Y | -16.7% | +30.7% | -47.4% | -28.6% |
| 3Y | -52.9% | +83.3% | -136.2% | -65.7% |
| All | -3.1% | +48.5% | -51.6% | -19.2% |
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