+32.9%
BABA vs IEMG
+87.9%
-55.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.2% | +2.8% | -3.0% | -3.4% |
| 30D | -12.3% | +4.6% | -16.9% | -17.3% |
| 3M | -5.3% | +5.5% | -10.8% | -13.6% |
| 6M | -13.1% | +19.7% | -32.8% | -35.4% |
| YTD | -22.4% | +25.5% | -48.0% | -47.1% |
| 1Y | -19.5% | +35.5% | -55.0% | -51.4% |
| 3Y | +32.9% | +88.0% | -55.0% | -48.4% |
| All | +32.9% | +87.9% | -55.0% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling