+139.4%
IEMG vs EWZ
+34.5%
+104.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | +2.1% | +13.5% | -11.4% | -3.1% |
| 3M | +4.6% | +15.2% | -10.6% | -1.4% |
| 6M | +14.0% | +3.7% | +10.3% | +12.2% |
| YTD | +22.3% | +22.5% | -0.2% | +12.5% |
| 1Y | +30.7% | +35.3% | -4.6% | +15.1% |
| 3Y | +83.2% | +50.2% | +33.0% | +52.9% |
| 5Y | +47.0% | +64.6% | -17.6% | +14.5% |
| 10Y | +139.9% | +95.0% | +44.8% | +57.2% |
| All | +139.4% | +34.5% | +104.9% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling