+15.3%
BABA vs IEMG
+147.8%
-132.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | -2.2% | +1.6% | -3.8% | -4.2% |
| 30D | -17.3% | +4.6% | -22.0% | -22.5% |
| 3M | -7.8% | +4.8% | -12.6% | -15.7% |
| 6M | -16.8% | +16.8% | -33.6% | -35.4% |
| YTD | -24.7% | +24.8% | -49.5% | -46.9% |
| 1Y | -24.9% | +34.3% | -59.2% | -52.0% |
| 3Y | +29.1% | +87.0% | -57.9% | -46.0% |
| 5Y | -30.5% | +49.9% | -80.5% | -58.9% |
| All | +15.3% | +147.8% | -132.5% | -54.6% |
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