+43.7%
F vs IEMG
+50.3%
-6.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | -4.9% | +1.6% | -6.5% | -6.2% |
| 30D | -2.9% | +4.6% | -7.5% | -6.7% |
| 3M | -9.1% | +4.8% | -13.9% | -13.7% |
| 6M | +12.9% | +16.8% | -3.9% | -4.1% |
| YTD | +6.1% | +24.8% | -18.8% | -15.6% |
| 1Y | +22.5% | +34.3% | -11.8% | -9.7% |
| 3Y | +32.1% | +87.0% | -54.9% | -32.7% |
| 5Y | +43.7% | +49.9% | -6.2% | -3.8% |
| All | +43.7% | +50.3% | -6.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling