+73.3%
PANW vs IEMG
+38.7%
+34.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -10.3% | +2.2% | -12.6% | -11.0% |
| 30D | -8.1% | +4.6% | -12.7% | -9.6% |
| 3M | +19.3% | +0.4% | +19.0% | +18.2% |
| 6M | +110.2% | +16.4% | +93.8% | +98.5% |
| YTD | +80.9% | +25.4% | +55.5% | +57.9% |
| 1Y | +73.3% | +38.3% | +35.0% | +39.9% |
| All | +73.3% | +38.7% | +34.5% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling