+83.3%
IEMG vs EWZ
+46.3%
+37.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | +1.9% | +12.8% | -10.9% | -3.8% |
| 3M | +1.4% | +10.8% | -9.3% | -3.5% |
| 6M | +15.2% | +2.5% | +12.7% | +13.4% |
| YTD | +23.8% | +21.4% | +2.5% | +13.8% |
| 1Y | +30.7% | +32.8% | -2.1% | +15.1% |
| 3Y | +83.3% | +45.2% | +38.1% | +54.0% |
| All | +83.3% | +46.3% | +37.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling