-6.7%
SBUX vs IEMG
+48.5%
-55.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.2% |
| 7D | -5.5% | -1.3% | -4.2% | -4.7% |
| 30D | -8.5% | +1.9% | -10.4% | -9.7% |
| 3M | -2.9% | +1.4% | -4.3% | -4.8% |
| 6M | -1.5% | +15.2% | -16.7% | -13.5% |
| YTD | +19.4% | +23.8% | -4.4% | -1.4% |
| 1Y | +22.9% | +30.7% | -7.7% | -3.0% |
| 3Y | +11.3% | +83.3% | -72.0% | -35.0% |
| All | -6.7% | +48.5% | -55.3% | -39.3% |
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