+19.5%
PFE vs IEMG
+10.7%
+8.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.7% | +2.7% | -4.4% | -1.8% |
| 30D | +0.3% | -5.7% | +6.1% | +0.5% |
| 3M | +9.4% | -8.8% | +18.2% | +9.6% |
| 6M | +14.9% | -8.9% | +23.8% | +14.8% |
| YTD | +23.8% | +11.2% | +12.6% | +13.6% |
| 1Y | +19.5% | +12.2% | +7.3% | +8.9% |
| All | +19.5% | +10.7% | +8.8% | +8.9% |
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