+142.3%
IEMG vs BLK
+711.2%
-568.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -1.3% | -3.3% | +2.0% | +0.2% |
| 30D | +1.9% | -6.5% | +8.4% | +5.0% |
| 3M | +1.4% | +6.7% | -5.3% | -2.1% |
| 6M | +15.2% | +14.7% | +0.4% | +7.5% |
| YTD | +23.8% | +2.5% | +21.3% | +21.0% |
| 1Y | +30.7% | -2.8% | +33.4% | +30.5% |
| 3Y | +83.3% | +65.9% | +17.4% | +39.5% |
| 5Y | +48.8% | +33.0% | +15.8% | +22.9% |
| 10Y | +142.8% | +281.2% | -138.4% | +10.2% |
| All | +142.3% | +711.2% | -568.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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