+50.6%
IEMG vs ACWI
+67.7%
-17.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.5% |
| 7D | +2.8% | +1.1% | +1.7% | +1.7% |
| 30D | +4.6% | -0.2% | +4.8% | +4.9% |
| 3M | +5.5% | +4.7% | +0.8% | +1.3% |
| 6M | +19.7% | +14.5% | +5.2% | +6.5% |
| YTD | +25.5% | +14.6% | +10.9% | +11.8% |
| 1Y | +35.5% | +21.4% | +14.1% | +14.8% |
| 3Y | +88.0% | +77.6% | +10.4% | +14.3% |
| 5Y | +50.6% | +68.1% | -17.5% | -3.9% |
| All | +50.6% | +67.7% | -17.1% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling