-23.9%
BABA vs IEMG
+30.7%
-54.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.7% |
| 7D | -2.9% | -0.9% | -2.0% | -2.3% |
| 30D | -15.1% | +2.1% | -17.2% | -16.7% |
| 3M | -5.0% | +4.6% | -9.6% | -10.5% |
| 6M | -19.9% | +14.0% | -34.0% | -32.2% |
| YTD | -25.3% | +22.3% | -47.6% | -45.5% |
| 1Y | -23.9% | +30.7% | -54.6% | -52.4% |
| All | -23.9% | +30.7% | -54.5% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling