-13.3%
TSLA vs IEMG
+13.6%
-26.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.1% |
| 7D | -4.7% | -3.1% | -1.6% | -2.1% |
| 30D | +1.7% | -10.3% | +12.0% | +11.8% |
| 3M | +17.7% | -6.6% | +24.3% | +24.6% |
| 6M | -1.9% | -3.9% | +2.0% | +1.5% |
| YTD | -14.3% | +12.4% | -26.7% | -24.7% |
| 1Y | -13.3% | +13.9% | -27.2% | -25.6% |
| All | -13.3% | +13.6% | -26.9% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling