+50.1%
F vs IEMG
+72.1%
-22.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.8% |
| 30D | +3.3% | -6.4% | +9.7% | +7.5% |
| 3M | -11.3% | -5.5% | -5.8% | -8.5% |
| 6M | +5.3% | -8.3% | +13.6% | +10.2% |
| YTD | -2.2% | +13.2% | -15.4% | -13.2% |
| 1Y | -3.5% | +13.0% | -16.5% | -14.3% |
| All | +50.1% | +72.1% | -22.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling