+108.9%
PFE vs IEMG
+143.9%
-34.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.7% | +2.8% | -5.4% | -3.6% |
| 30D | +3.8% | +4.6% | -0.8% | +2.1% |
| 3M | +10.4% | +5.5% | +4.9% | +7.7% |
| 6M | +6.3% | +19.7% | -13.4% | -1.8% |
| YTD | +17.4% | +25.5% | -8.1% | +6.4% |
| 1Y | +21.1% | +35.5% | -14.4% | +6.5% |
| 3Y | -1.6% | +88.0% | -89.6% | -24.2% |
| 5Y | -22.2% | +50.6% | -72.7% | -35.4% |
| 10Y | +32.9% | +138.4% | -105.5% | -12.1% |
| All | +108.9% | +143.9% | -34.9% | +35.9% |
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 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