+147.8%
EWY vs IEMG
+31.6%
+116.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +0.7% |
| 7D | -0.1% | -1.3% | +1.2% | +2.8% |
| 30D | +7.3% | +1.9% | +5.4% | +3.6% |
| 3M | -5.1% | +1.4% | -6.6% | -5.2% |
| 6M | +42.1% | +15.2% | +26.9% | +15.8% |
| YTD | +94.1% | +23.8% | +70.3% | +42.2% |
| 1Y | +147.8% | +30.7% | +117.2% | +67.7% |
| All | +147.8% | +31.6% | +116.3% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling