+369.5%
ALAB vs IEMG
+73.0%
+296.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | -0.1% |
| 7D | -6.2% | -1.3% | -4.9% | -3.6% |
| 30D | -8.7% | +1.9% | -10.6% | -11.9% |
| 3M | -20.7% | +1.4% | -22.2% | -19.3% |
| 6M | +133.5% | +15.2% | +118.3% | +87.5% |
| YTD | +75.1% | +23.8% | +51.2% | +20.3% |
| 1Y | +25.0% | +30.7% | -5.6% | -21.5% |
| All | +369.5% | +73.0% | +296.5% | +79.1% |
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