+136.1%
C vs IEMG
+45.7%
+90.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +2.0% |
| 7D | +0.3% | -0.9% | +1.1% | +0.8% |
| 30D | +2.0% | +2.1% | -0.1% | +0.3% |
| 3M | +4.4% | +4.6% | -0.2% | +0.1% |
| 6M | +28.3% | +14.0% | +14.3% | +13.7% |
| YTD | +20.5% | +22.3% | -1.9% | +0.3% |
| 1Y | +45.5% | +30.7% | +14.9% | +14.5% |
| 3Y | +274.0% | +83.2% | +190.8% | +120.8% |
| 5Y | +136.1% | +47.0% | +89.2% | +65.1% |
| All | +136.1% | +45.7% | +90.4% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling