+851.8%
GLW vs IEMG
+145.8%
+706.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +0.8% |
| 7D | +7.8% | -1.3% | +9.1% | +9.3% |
| 30D | -0.4% | +1.9% | -2.3% | -2.2% |
| 3M | -5.6% | +1.4% | -7.0% | -4.8% |
| 6M | +26.7% | +15.2% | +11.6% | +14.9% |
| YTD | +91.0% | +23.8% | +67.2% | +63.5% |
| 1Y | +122.4% | +30.7% | +91.8% | +82.1% |
| 3Y | +471.0% | +83.3% | +387.7% | +243.3% |
| 5Y | +385.6% | +48.8% | +336.9% | +249.5% |
| All | +851.8% | +145.8% | +706.0% | +364.9% |
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