+141.9%
F vs IEMG
+119.9%
+22.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -2.0% |
| 7D | -2.1% | +0.7% | -2.8% | -3.0% |
| 30D | +3.3% | -6.4% | +9.7% | +8.3% |
| 3M | -11.3% | -5.5% | -5.8% | -8.0% |
| 6M | +5.3% | -8.3% | +13.6% | +10.8% |
| YTD | -2.2% | +13.2% | -15.4% | -13.5% |
| 1Y | -3.5% | +13.0% | -16.5% | -14.6% |
| 3Y | +49.5% | +71.6% | -22.1% | -6.4% |
| 5Y | -13.5% | +37.1% | -50.7% | -35.0% |
| 10Y | +69.0% | +135.2% | -66.2% | -15.4% |
| All | +141.9% | +119.9% | +22.0% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling