+404.2%
C vs IEMG
+143.7%
+260.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.8% |
| 7D | +3.6% | +2.2% | +1.4% | +1.6% |
| 30D | +0.1% | +4.6% | -4.6% | -4.0% |
| 3M | +2.4% | +0.4% | +2.0% | +0.9% |
| 6M | +24.9% | +16.4% | +8.6% | +6.5% |
| YTD | +19.8% | +25.4% | -5.6% | -5.1% |
| 1Y | +44.9% | +38.3% | +6.6% | +4.4% |
| 3Y | +263.0% | +84.1% | +178.9% | +98.5% |
| 5Y | +129.5% | +49.0% | +80.5% | +52.5% |
| 10Y | +291.6% | +141.8% | +149.8% | +64.9% |
| All | +404.2% | +143.7% | +260.5% | +96.5% |
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