+215.7%
IEFA vs EMB
+48.4%
+167.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +0.3% | +0.9% | +0.8% |
| 30D | -0.6% | -0.5% | -0.1% | 0.0% |
| 3M | +6.2% | +0.3% | +5.9% | +5.9% |
| 6M | +11.2% | +1.2% | +10.0% | +10.1% |
| YTD | +14.2% | +1.5% | +12.7% | +12.8% |
| 1Y | +20.0% | +4.8% | +15.2% | +14.6% |
| 3Y | +68.8% | +30.4% | +38.4% | +28.7% |
| 5Y | +52.7% | +7.3% | +45.4% | +43.0% |
| 10Y | +144.2% | +29.7% | +114.5% | +90.5% |
| All | +215.7% | +48.4% | +167.3% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling