+252.1%
NVO vs IEMG
+140.6%
+111.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| YTD | -11.1% | +23.8% | -34.9% | -20.6% |
| 1Y | -16.7% | +30.7% | -47.4% | -27.3% |
| 3Y | -52.9% | +83.3% | -136.2% | -64.8% |
| 5Y | -3.0% | +48.8% | -51.7% | -21.0% |
| 10Y | +147.1% | +142.8% | +4.3% | +58.2% |
| All | +252.1% | +140.6% | +111.6% | +140.9% |
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