+145.4%
IEMG vs EMB
+48.6%
+96.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +4.6% | -0.3% | +4.9% | +5.0% |
| 3M | +0.4% | -0.4% | +0.8% | +1.1% |
| 6M | +16.4% | +0.1% | +16.2% | +16.8% |
| YTD | +25.4% | +1.6% | +23.9% | +23.8% |
| 1Y | +38.3% | +5.6% | +32.7% | +30.4% |
| 3Y | +84.1% | +29.8% | +54.2% | +36.0% |
| 5Y | +49.0% | +7.3% | +41.7% | +41.3% |
| 10Y | +141.8% | +30.4% | +111.4% | +77.9% |
| All | +145.4% | +48.6% | +96.9% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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