+42.1%
EWY vs IEMG
+15.5%
+26.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +0.5% |
| 7D | -0.1% | -1.3% | +1.2% | +2.9% |
| 30D | +7.3% | +1.9% | +5.4% | +3.4% |
| 3M | -5.1% | +1.4% | -6.6% | -5.4% |
| 6M | +42.1% | +15.2% | +26.9% | +14.8% |
| All | +42.1% | +15.5% | +26.6% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling