+316.7%
PANW vs IEMG
+48.5%
+268.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.1% |
| 7D | -0.8% | -1.3% | +0.5% | 0.0% |
| 30D | -14.6% | +1.9% | -16.5% | -15.7% |
| 3M | +18.3% | +1.4% | +16.9% | +16.5% |
| 6M | +100.5% | +15.2% | +85.3% | +80.5% |
| YTD | +79.5% | +23.8% | +55.7% | +51.9% |
| 1Y | +66.7% | +30.7% | +36.1% | +35.7% |
| 3Y | +161.2% | +83.3% | +78.0% | +62.5% |
| All | +316.7% | +48.5% | +268.1% | +203.0% |
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