+47.6%
TSLA vs IEMG
+48.5%
-1.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -1.1% |
| 7D | +3.2% | -1.3% | +4.5% | +4.9% |
| 30D | +11.6% | +1.9% | +9.7% | +8.6% |
| 3M | -8.4% | +1.4% | -9.9% | -10.6% |
| 6M | -10.4% | +15.2% | -25.6% | -27.6% |
| YTD | -18.7% | +23.8% | -42.6% | -41.6% |
| 1Y | -0.9% | +30.7% | -31.6% | -34.0% |
| 3Y | +33.6% | +83.3% | -49.7% | -45.8% |
| All | +47.6% | +48.5% | -1.0% | -16.0% |
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