+207.0%
C vs IEMG
+132.0%
+75.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +4.2% | +2.7% | +1.5% | +1.6% |
| 30D | +2.0% | -5.7% | +7.7% | +7.3% |
| 3M | -10.1% | -8.8% | -1.3% | -2.9% |
| 6M | +1.0% | -8.9% | +9.9% | +7.9% |
| YTD | +8.5% | +11.2% | -2.7% | -5.6% |
| 1Y | +25.7% | +12.2% | +13.5% | +8.5% |
| 3Y | +216.0% | +68.5% | +147.5% | +79.8% |
| 5Y | +112.3% | +34.3% | +78.0% | +51.4% |
| All | +207.0% | +132.0% | +75.0% | +40.2% |
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