+67.3%
F vs IEMG
+132.0%
-64.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -5.3% |
| 30D | 0.0% | -5.7% | +5.7% | +4.5% |
| 3M | -13.2% | -8.8% | -4.4% | -7.1% |
| 6M | -10.2% | -8.9% | -1.3% | -4.9% |
| YTD | -4.9% | +11.2% | -16.1% | -15.6% |
| 1Y | -6.1% | +12.2% | -18.3% | -17.3% |
| 3Y | +46.0% | +68.5% | -22.6% | -11.2% |
| 5Y | -15.7% | +34.3% | -50.1% | -37.4% |
| All | +67.3% | +132.0% | -64.7% | -16.4% |
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