+3,220.3%
PANW vs IEMG
+140.6%
+3,079.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.8% |
| 3M | +18.3% | +1.4% | +16.9% | +16.5% |
| 6M | +100.5% | +15.2% | +85.3% | +80.0% |
| YTD | +79.5% | +23.8% | +55.7% | +52.2% |
| 1Y | +66.7% | +30.7% | +36.1% | +36.3% |
| 3Y | +161.2% | +83.3% | +78.0% | +67.6% |
| 5Y | +322.2% | +48.8% | +273.4% | +211.1% |
| 10Y | +1,273.8% | +142.8% | +1,131.0% | +618.6% |
| All | +3,220.3% | +140.6% | +3,079.8% | +1,488.5% |
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 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