+93.1%
ACN vs IEMG
+145.8%
-52.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.7% |
| 7D | -1.5% | -1.3% | -0.2% | -0.8% |
| 30D | +2.1% | +1.9% | +0.2% | +0.9% |
| 3M | +11.1% | +1.4% | +9.7% | +8.1% |
| 6M | -6.8% | +15.2% | -22.0% | -17.9% |
| YTD | -30.0% | +23.8% | -53.9% | -41.8% |
| 1Y | -23.1% | +30.7% | -53.8% | -38.5% |
| 3Y | -40.4% | +83.3% | -123.7% | -63.1% |
| 5Y | -41.6% | +48.8% | -90.3% | -58.1% |
| All | +93.1% | +145.8% | -52.7% | +4.6% |
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 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