+140.8%
IEMG vs AU
+699.0%
-558.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -0.8% |
| 30D | +1.9% | +7.3% | -5.4% | +0.9% |
| 3M | +1.4% | +26.3% | -24.9% | -1.7% |
| 6M | +15.2% | +1.8% | +13.4% | +14.0% |
| YTD | +23.8% | +26.8% | -3.0% | +19.5% |
| 1Y | +30.7% | +66.7% | -36.0% | +22.2% |
| 3Y | +83.3% | +579.1% | -495.8% | +45.7% |
| 5Y | +48.8% | +689.3% | -640.6% | +15.1% |
| All | +140.8% | +699.0% | -558.2% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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