+32.8%
PFE vs IEMG
+145.8%
-113.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -0.2% |
| 7D | -2.6% | -1.3% | -1.3% | -2.2% |
| 30D | +5.4% | +1.9% | +3.4% | +4.6% |
| 3M | +7.8% | +1.4% | +6.4% | +6.8% |
| 6M | +5.0% | +15.2% | -10.1% | -1.3% |
| YTD | +17.1% | +23.8% | -6.8% | +6.9% |
| 1Y | +19.3% | +30.7% | -11.3% | +6.7% |
| 3Y | -0.9% | +83.3% | -84.2% | -22.4% |
| 5Y | -20.8% | +48.8% | -69.5% | -33.6% |
| All | +32.8% | +145.8% | -113.0% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling