+70.4%
QCOM vs IEMG
+85.2%
-14.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +2.0% |
| 7D | +4.4% | +1.6% | +2.7% | +2.3% |
| 30D | +9.4% | +4.6% | +4.7% | +3.3% |
| 3M | -13.7% | +4.8% | -18.5% | -18.1% |
| 6M | +28.9% | +16.8% | +12.1% | +8.1% |
| YTD | +4.7% | +24.8% | -20.1% | -20.4% |
| 1Y | +13.5% | +34.3% | -20.8% | -21.4% |
| All | +70.4% | +85.2% | -14.7% | -22.6% |
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