+232.7%
GLW vs IEMG
+34.0%
+198.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.8% |
| 7D | +7.7% | +2.7% | +5.0% | +4.8% |
| 30D | -18.8% | -5.7% | -13.1% | -12.2% |
| 3M | -27.7% | -8.8% | -19.0% | -18.0% |
| 6M | -44.4% | -8.9% | -35.5% | -35.2% |
| YTD | +31.3% | +11.2% | +20.1% | +29.9% |
| 1Y | +40.0% | +12.2% | +27.8% | +37.8% |
| 3Y | +339.2% | +68.5% | +270.7% | +212.9% |
| All | +232.7% | +34.0% | +198.7% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling