+135.2%
IEMG vs ACWI
+227.3%
-92.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.1% |
| 7D | +0.7% | -0.7% | +1.4% | +1.5% |
| 30D | -6.4% | -2.0% | -4.4% | -4.4% |
| 3M | -5.5% | -2.2% | -3.4% | -3.2% |
| 6M | -8.3% | +1.9% | -10.2% | -9.3% |
| YTD | +13.2% | +12.0% | +1.2% | +2.5% |
| 1Y | +13.0% | +12.5% | +0.5% | +1.8% |
| 3Y | +71.6% | +75.4% | -3.8% | 0.0% |
| 5Y | +37.1% | +61.5% | -24.4% | -13.5% |
| 10Y | +135.2% | +227.1% | -91.9% | -33.7% |
| All | +135.2% | +227.3% | -92.1% | -33.7% |
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