+140.8%
IEMG vs EME
+1,362.1%
-1,221.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | 0.0% |
| 7D | -1.3% | +3.5% | -4.8% | -2.3% |
| 30D | +1.9% | -6.3% | +8.2% | +3.6% |
| 3M | +1.4% | -3.8% | +5.2% | +1.9% |
| 6M | +15.2% | +8.5% | +6.7% | +12.0% |
| YTD | +23.8% | +27.8% | -4.0% | +15.0% |
| 1Y | +30.7% | +22.2% | +8.4% | +21.6% |
| 3Y | +83.3% | +253.5% | -170.2% | +20.6% |
| 5Y | +48.8% | +578.6% | -529.9% | -22.0% |
| All | +140.8% | +1,362.1% | -1,221.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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