+51.4%
IEFA vs EMB
+6.9%
+44.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.1% | -0.3% | -0.8% | -0.8% |
| 3M | +5.1% | -0.3% | +5.4% | +5.5% |
| 6M | +9.3% | +0.7% | +8.6% | +8.7% |
| YTD | +13.0% | +1.3% | +11.7% | +11.8% |
| 1Y | +19.2% | +4.7% | +14.5% | +14.0% |
| 3Y | +67.0% | +30.1% | +36.9% | +29.3% |
| All | +51.4% | +6.9% | +44.5% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling