+226.8%
SOXX vs IEMG
+83.7%
+143.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | 0.0% |
| 7D | +1.4% | -1.3% | +2.7% | +3.4% |
| 30D | -3.6% | +1.9% | -5.5% | -6.3% |
| 3M | -10.2% | +1.4% | -11.6% | -10.7% |
| 6M | +54.2% | +15.2% | +39.1% | +28.3% |
| YTD | +75.2% | +23.8% | +51.4% | +30.3% |
| 1Y | +107.5% | +30.7% | +76.8% | +43.3% |
| 3Y | +226.8% | +83.3% | +143.5% | +41.8% |
| All | +226.8% | +83.7% | +143.1% | +41.8% |
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