+10.5%
IEF vs EMB
+29.8%
-19.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -2.0% | -0.9% | -1.1% | -1.4% |
| 30D | +0.7% | +0.4% | +0.4% | +0.5% |
| 3M | -2.5% | -3.1% | +0.6% | -0.5% |
| 6M | -2.6% | -2.1% | -0.5% | -1.3% |
| YTD | -3.2% | -1.1% | -2.1% | -2.5% |
| 1Y | -3.0% | -0.1% | -3.0% | -3.0% |
| 3Y | +10.5% | +29.6% | -19.1% | -8.2% |
| All | +10.5% | +29.8% | -19.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling