+27.2%
F vs IEMG
+30.7%
-3.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.3% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -0.7% | +2.1% | -2.8% | -2.0% |
| 3M | -1.9% | +4.6% | -6.5% | -5.3% |
| 6M | +16.1% | +14.0% | +2.0% | +5.1% |
| YTD | +9.5% | +22.3% | -12.9% | -3.5% |
| 1Y | +27.2% | +30.7% | -3.5% | +3.8% |
| All | +27.2% | +30.7% | -3.5% | +3.8% |
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 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