+242.6%
QCOM vs IEMG
+132.0%
+110.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | +4.3% | +2.7% | +1.6% | +1.3% |
| 30D | -0.1% | -5.7% | +5.6% | +7.0% |
| 3M | +5.2% | -8.8% | +14.0% | +16.7% |
| 6M | -18.4% | -8.9% | -9.4% | -8.9% |
| YTD | +2.4% | +11.2% | -8.8% | -8.1% |
| 1Y | +0.9% | +12.2% | -11.3% | -10.2% |
| 3Y | +48.4% | +68.5% | -20.1% | -12.7% |
| 5Y | +16.6% | +34.3% | -17.8% | -13.0% |
| All | +242.6% | +132.0% | +110.6% | +72.0% |
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 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