+32.9%
ORCL vs IEMG
+86.2%
-53.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +15.0% | +2.8% | +12.2% | +12.1% |
| 30D | +10.5% | +4.6% | +5.9% | +5.9% |
| 3M | -23.0% | +5.5% | -28.5% | -27.0% |
| 6M | +7.0% | +19.7% | -12.7% | -10.0% |
| YTD | -15.8% | +25.5% | -41.3% | -33.3% |
| 1Y | -31.1% | +35.5% | -66.6% | -49.4% |
| All | +32.9% | +86.2% | -53.3% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling