+17.6%
ABNB vs IEMG
+60.7%
-43.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.3% |
| 7D | -6.5% | -1.3% | -5.2% | -5.3% |
| 30D | -5.5% | +1.9% | -7.4% | -7.6% |
| 3M | +30.0% | +1.4% | +28.6% | +25.9% |
| 6M | +27.6% | +15.2% | +12.4% | +5.1% |
| YTD | +25.4% | +23.8% | +1.6% | -6.3% |
| 1Y | +38.3% | +30.7% | +7.7% | -3.8% |
| 3Y | +15.5% | +83.3% | -67.8% | -48.9% |
| 5Y | +3.0% | +48.8% | -45.7% | -41.9% |
| All | +17.6% | +60.7% | -43.1% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling