+38.9%
QCOM vs IEMG
+50.3%
-11.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | -13.7% | +4.8% | -18.5% | -18.2% |
| 6M | +28.9% | +16.8% | +12.1% | +7.5% |
| YTD | +4.7% | +24.8% | -20.1% | -20.2% |
| 1Y | +13.5% | +34.3% | -20.8% | -20.8% |
| 3Y | +77.1% | +87.0% | -9.9% | -17.0% |
| 5Y | +38.9% | +49.9% | -11.0% | -18.4% |
| All | +38.9% | +50.3% | -11.4% | -18.4% |
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