+272.2%
QCOM vs IEMG
+142.9%
+129.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +2.4% |
| 7D | +4.9% | -0.9% | +5.8% | +5.8% |
| 30D | +9.3% | +2.1% | +7.2% | +6.7% |
| 3M | -7.0% | +4.6% | -11.6% | -11.1% |
| 6M | +32.0% | +14.0% | +18.0% | +15.5% |
| YTD | +5.0% | +22.3% | -17.3% | -15.1% |
| 1Y | +13.6% | +30.7% | -17.1% | -14.1% |
| 3Y | +77.6% | +83.2% | -5.6% | -4.1% |
| 5Y | +38.2% | +47.0% | -8.8% | -6.5% |
| All | +272.2% | +142.9% | +129.3% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling