-81.0%
PYPL vs IEMG
+45.7%
-126.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +4.0% |
| 7D | -5.9% | -0.9% | -5.1% | -5.4% |
| 30D | -9.4% | +2.1% | -11.5% | -11.2% |
| 3M | +31.3% | +4.6% | +26.7% | +23.3% |
| 6M | +19.1% | +14.0% | +5.1% | -0.1% |
| YTD | -7.9% | +22.3% | -30.2% | -29.8% |
| 1Y | -17.9% | +30.7% | -48.6% | -42.2% |
| 3Y | -11.6% | +83.2% | -94.8% | -59.8% |
| 5Y | -81.0% | +47.0% | -128.0% | -88.4% |
| All | -81.0% | +45.7% | -126.8% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling