+32.9%
F vs IEMG
+85.2%
-52.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.6% |
| 7D | -4.9% | +1.6% | -6.5% | -5.9% |
| 30D | -2.9% | +4.6% | -7.5% | -5.9% |
| 3M | -9.1% | +4.8% | -13.9% | -12.7% |
| 6M | +12.9% | +16.8% | -3.9% | -0.8% |
| YTD | +6.1% | +24.8% | -18.8% | -11.5% |
| 1Y | +22.5% | +34.3% | -11.8% | -3.8% |
| All | +32.9% | +85.2% | -52.2% | -24.0% |
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 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