+291.5%
C vs IEMG
+142.9%
+148.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +2.3% |
| 7D | +0.3% | -0.9% | +1.1% | +1.0% |
| 30D | +2.0% | +2.1% | -0.1% | -0.1% |
| 3M | +4.4% | +4.6% | -0.2% | -0.9% |
| 6M | +28.3% | +14.0% | +14.3% | +10.9% |
| YTD | +20.5% | +22.3% | -1.9% | -3.1% |
| 1Y | +45.5% | +30.7% | +14.9% | +9.5% |
| 3Y | +274.0% | +83.2% | +190.8% | +100.5% |
| 5Y | +136.1% | +47.0% | +89.2% | +56.9% |
| All | +291.5% | +142.9% | +148.7% | +75.9% |
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