+384.5%
ALAB vs IEMG
+74.4%
+310.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +5.1% |
| 7D | +9.6% | +1.6% | +8.0% | +6.4% |
| 30D | -5.3% | +4.6% | -9.9% | -13.4% |
| 3M | -12.0% | +4.8% | -16.9% | -15.6% |
| 6M | +145.7% | +16.8% | +128.9% | +91.6% |
| YTD | +80.7% | +24.8% | +55.8% | +22.0% |
| 1Y | +40.1% | +34.3% | +5.8% | -16.8% |
| All | +384.5% | +74.4% | +310.1% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling