+146.7%
GLD vs IEMG
+143.7%
+3.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -0.5% | +2.2% | -2.8% | -0.9% |
| 30D | +4.4% | +4.6% | -0.2% | +3.6% |
| 3M | -1.1% | +0.4% | -1.5% | -1.2% |
| 6M | -13.8% | +16.4% | -30.1% | -16.0% |
| YTD | +2.6% | +25.4% | -22.8% | -0.9% |
| 1Y | +24.5% | +38.3% | -13.8% | +18.7% |
| 3Y | +125.8% | +84.1% | +41.8% | +107.7% |
| 5Y | +137.8% | +49.0% | +88.8% | +121.5% |
| 10Y | +221.4% | +141.8% | +79.5% | +186.4% |
| All | +146.7% | +143.7% | +3.0% | +121.6% |
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