+367.9%
APP vs IEMG
+48.2%
+319.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -4.4% | +1.6% | -6.0% | -6.4% |
| 30D | -10.0% | +4.6% | -14.6% | -15.6% |
| 3M | -41.4% | +4.8% | -46.3% | -45.9% |
| 6M | -41.0% | +16.8% | -57.9% | -55.6% |
| YTD | -54.7% | +24.8% | -79.6% | -69.3% |
| 1Y | -45.3% | +34.3% | -79.6% | -67.1% |
| 3Y | +624.3% | +87.0% | +537.3% | +155.8% |
| 5Y | +329.1% | +49.9% | +279.2% | +122.6% |
| All | +367.9% | +48.2% | +319.7% | +136.1% |
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 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