+115.3%
GLD vs IEMG
+116.9%
-1.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.6% |
| 7D | -5.5% | +5.3% | -10.8% | -6.4% |
| 30D | -7.0% | -7.2% | +0.2% | -5.8% |
| 3M | -12.4% | -8.1% | -4.2% | -11.1% |
| 6M | -18.0% | -6.7% | -11.3% | -17.1% |
| YTD | -10.5% | +11.6% | -22.1% | -11.8% |
| 1Y | -8.1% | +11.4% | -19.5% | -9.4% |
| 3Y | +97.7% | +69.3% | +28.4% | +84.9% |
| 5Y | +103.4% | +34.9% | +68.5% | +93.1% |
| 10Y | +203.1% | +132.1% | +71.0% | +174.4% |
| All | +115.3% | +116.9% | -1.7% | +97.3% |
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