+144.8%
IEMG vs ACWI
+226.5%
-81.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.6% | -0.6% | +5.2% | +5.3% |
| 3M | +4.8% | +4.3% | +0.6% | +0.9% |
| 6M | +16.8% | +12.7% | +4.1% | +4.7% |
| YTD | +24.8% | +13.9% | +10.9% | +10.8% |
| 1Y | +34.3% | +20.5% | +13.8% | +12.9% |
| 3Y | +87.0% | +76.5% | +10.4% | +7.6% |
| 5Y | +49.9% | +67.5% | -17.6% | -9.3% |
| 10Y | +144.8% | +231.8% | -87.1% | -34.3% |
| All | +144.8% | +226.5% | -81.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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