+144.6%
IEFA vs EMB
+30.3%
+114.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -1.6% | -1.2% | -0.4% | -0.2% |
| 30D | -1.5% | -1.3% | -0.2% | -0.1% |
| 3M | +3.4% | -1.8% | +5.2% | +5.5% |
| 6M | +9.5% | +0.2% | +9.3% | +9.6% |
| YTD | +13.0% | +0.4% | +12.7% | +13.0% |
| 1Y | +18.0% | +2.8% | +15.2% | +14.9% |
| 3Y | +65.4% | +29.1% | +36.2% | +26.7% |
| 5Y | +51.6% | +6.3% | +45.3% | +43.9% |
| All | +144.6% | +30.3% | +114.2% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling