+206.1%
GLD vs IEMG
+132.0%
+74.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | +2.7% | -7.3% | -5.1% |
| 30D | -5.5% | -5.7% | +0.2% | -4.3% |
| 3M | -10.9% | -8.8% | -2.1% | -9.2% |
| 6M | -17.4% | -8.9% | -8.5% | -15.9% |
| YTD | -10.3% | +11.2% | -21.5% | -11.8% |
| 1Y | -7.2% | +12.2% | -19.4% | -8.9% |
| 3Y | +96.9% | +68.5% | +28.4% | +81.7% |
| 5Y | +103.8% | +34.3% | +69.4% | +91.2% |
| All | +206.1% | +132.0% | +74.1% | +152.8% |
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 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