+46.5%
PYPL vs IEMG
+137.3%
-90.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +1.7% | +2.8% | -1.0% | -0.8% |
| 30D | -9.7% | +4.6% | -14.4% | -13.4% |
| 3M | +29.2% | +5.5% | +23.7% | +20.9% |
| 6M | +13.9% | +19.7% | -5.8% | -7.2% |
| YTD | -8.1% | +25.5% | -33.6% | -29.1% |
| 1Y | -21.4% | +35.5% | -56.9% | -43.9% |
| 3Y | -11.8% | +88.0% | -99.8% | -54.5% |
| 5Y | -81.1% | +50.6% | -131.7% | -87.8% |
| 10Y | +36.9% | +138.4% | -101.4% | -39.0% |
| All | +46.5% | +137.3% | -90.8% | -34.8% |
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