+213.1%
GLD vs IEMG
+142.9%
+70.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | -1.1% | +2.1% | -3.3% | -1.6% |
| 3M | +5.8% | +4.6% | +1.2% | +4.8% |
| 6M | -17.1% | +14.0% | -31.1% | -19.2% |
| YTD | 0.0% | +22.3% | -22.3% | -3.6% |
| 1Y | +18.2% | +30.7% | -12.5% | +12.7% |
| 3Y | +122.6% | +83.2% | +39.4% | +101.6% |
| 5Y | +137.1% | +47.0% | +90.1% | +118.3% |
| All | +213.1% | +142.9% | +70.2% | +165.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling