+312.3%
EWY vs IEMG
+137.7%
+174.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -1.9% |
| 7D | +1.2% | -0.9% | +2.1% | +2.3% |
| 30D | +9.3% | +2.1% | +7.2% | +7.2% |
| 3M | +2.4% | +4.6% | -2.2% | +0.3% |
| 6M | +40.3% | +14.0% | +26.2% | +29.0% |
| YTD | +88.0% | +22.3% | +65.7% | +62.3% |
| 1Y | +143.8% | +30.7% | +113.1% | +97.4% |
| 3Y | +217.8% | +83.2% | +134.6% | +84.2% |
| 5Y | +142.7% | +47.0% | +95.8% | +75.9% |
| 10Y | +291.7% | +139.9% | +151.8% | +81.5% |
| All | +312.3% | +137.7% | +174.6% | +89.0% |
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