+11.7%
BABA vs IEMG
+133.0%
-121.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.7% | -5.3% |
| 7D | -12.7% | +5.3% | -18.0% | -18.6% |
| 30D | -14.9% | -7.2% | -7.7% | -7.2% |
| 3M | -24.6% | -8.1% | -16.5% | -17.2% |
| 6M | -29.3% | -6.7% | -22.6% | -26.1% |
| YTD | -35.0% | +11.6% | -46.7% | -47.7% |
| 1Y | -39.7% | +11.4% | -51.1% | -51.4% |
| 3Y | +21.2% | +69.3% | -48.1% | -43.5% |
| 5Y | -39.9% | +34.9% | -74.8% | -60.0% |
| All | +11.7% | +133.0% | -121.3% | -51.0% |
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