+1,114.0%
NXPI vs IEMG
+143.9%
+970.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +0.7% | +2.8% | -2.1% | -2.3% |
| 30D | -6.6% | +4.6% | -11.2% | -11.2% |
| 3M | -25.4% | +5.5% | -30.9% | -29.4% |
| 6M | +11.9% | +19.7% | -7.8% | -8.4% |
| YTD | +4.0% | +25.5% | -21.5% | -19.3% |
| 1Y | +1.0% | +35.5% | -34.5% | -27.9% |
| 3Y | +16.3% | +88.0% | -71.6% | -40.5% |
| 5Y | +17.7% | +50.6% | -32.9% | -23.2% |
| 10Y | +195.8% | +138.4% | +57.5% | +26.3% |
| All | +1,114.0% | +143.9% | +970.1% | +381.7% |
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