+28.2%
BABA vs IEMG
+117.6%
-89.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.7% |
| 7D | -4.8% | +2.2% | -7.0% | -7.3% |
| 30D | -11.9% | +4.6% | -16.5% | -17.1% |
| 3M | -9.3% | +0.4% | -9.6% | -12.0% |
| 6M | -14.2% | +16.4% | -30.6% | -31.6% |
| YTD | -22.0% | +25.4% | -47.5% | -43.5% |
| 1Y | -12.7% | +38.3% | -51.0% | -43.9% |
| 3Y | +26.7% | +84.1% | -57.4% | -41.3% |
| 5Y | -29.3% | +49.0% | -78.3% | -55.4% |
| 10Y | +21.2% | +141.8% | -120.6% | -48.0% |
| All | +28.2% | +117.6% | -89.5% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling