+20,020.9%
TSLA vs IEMG
+142.6%
+19,878.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +3.0% | +1.6% | +1.4% | +1.1% |
| 30D | +11.2% | +4.6% | +6.5% | +5.7% |
| 3M | -7.3% | +4.8% | -12.1% | -12.0% |
| 6M | -7.7% | +16.8% | -24.6% | -22.6% |
| YTD | -18.2% | +24.8% | -43.1% | -36.5% |
| 1Y | +6.0% | +34.3% | -28.3% | -23.6% |
| 3Y | +48.0% | +87.0% | -38.9% | -23.5% |
| 5Y | +46.2% | +49.9% | -3.8% | -3.0% |
| 10Y | +2,737.0% | +144.8% | +2,592.2% | +1,213.4% |
| All | +20,020.9% | +142.6% | +19,878.3% | +8,878.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling