+199.5%
EFA vs IEMG
+137.7%
+61.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -2.2% | +2.1% | -4.4% | -3.8% |
| 3M | +5.7% | +4.6% | +1.1% | +1.7% |
| 6M | +8.2% | +14.0% | -5.9% | -2.6% |
| YTD | +11.8% | +22.3% | -10.6% | -4.4% |
| 1Y | +18.3% | +30.7% | -12.4% | -3.6% |
| 3Y | +64.9% | +83.2% | -18.3% | +5.1% |
| 5Y | +52.4% | +47.0% | +5.4% | +12.7% |
| 10Y | +142.4% | +139.9% | +2.5% | +23.1% |
| All | +199.5% | +137.7% | +61.8% | +49.1% |
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 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