-12.3%
PYPL vs IEMG
+83.7%
-95.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -2.3% | -1.3% | -1.0% | -1.6% |
| 30D | -9.0% | +1.9% | -10.9% | -10.1% |
| 3M | +30.6% | +1.4% | +29.2% | +28.3% |
| 6M | +18.6% | +15.2% | +3.4% | +4.0% |
| YTD | -7.2% | +23.8% | -31.0% | -24.9% |
| 1Y | -19.3% | +30.7% | -49.9% | -38.1% |
| 3Y | -12.3% | +83.3% | -95.6% | -56.0% |
| All | -12.3% | +83.7% | -95.9% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling