+93.1%
ORCL vs IEMG
+50.3%
+42.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +10.9% | +1.6% | +9.3% | +9.5% |
| 30D | +7.0% | +4.6% | +2.4% | +3.2% |
| 3M | -21.2% | +4.8% | -26.0% | -24.2% |
| 6M | +7.4% | +16.8% | -9.4% | -4.9% |
| YTD | -16.3% | +24.8% | -41.1% | -30.1% |
| 1Y | -32.3% | +34.3% | -66.6% | -46.5% |
| 3Y | +32.6% | +87.0% | -54.4% | -17.1% |
| 5Y | +93.1% | +49.9% | +43.2% | +34.0% |
| All | +93.1% | +50.3% | +42.8% | +34.0% |
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