+706.7%
ETN vs IEMG
+145.8%
+560.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.0% |
| 7D | +3.5% | -1.3% | +4.8% | +4.7% |
| 30D | -7.5% | +1.9% | -9.4% | -8.9% |
| 3M | +8.3% | +1.4% | +6.9% | +7.6% |
| 6M | +20.2% | +15.2% | +5.0% | +7.6% |
| YTD | +34.7% | +23.8% | +10.8% | +13.8% |
| 1Y | +19.4% | +30.7% | -11.2% | -3.1% |
| 3Y | +85.5% | +83.3% | +2.2% | +15.7% |
| 5Y | +186.6% | +48.8% | +137.8% | +107.9% |
| All | +706.7% | +145.8% | +560.9% | +309.8% |
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