-6.2%
F vs IEMG
+11.1%
-17.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.2% |
| 7D | -3.9% | +5.3% | -9.2% | -6.4% |
| 30D | -0.5% | -7.2% | +6.7% | +3.4% |
| 3M | -12.9% | -8.1% | -4.8% | -9.2% |
| 6M | +1.5% | -6.7% | +8.3% | +4.1% |
| YTD | -5.0% | +11.6% | -16.7% | -14.9% |
| All | -6.2% | +11.1% | -17.3% | -16.3% |
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