+274.0%
C vs IEMG
+81.5%
+192.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.8% |
| 7D | +0.3% | -0.9% | +1.1% | +0.8% |
| 30D | +2.0% | +2.1% | -0.1% | +0.5% |
| 3M | +4.4% | +4.6% | -0.2% | +0.4% |
| 6M | +28.3% | +14.0% | +14.3% | +14.3% |
| YTD | +20.5% | +22.3% | -1.9% | +1.0% |
| 1Y | +45.5% | +30.7% | +14.9% | +15.4% |
| All | +274.0% | +81.5% | +192.6% | +124.0% |
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