+142.3%
IEMG vs IEFA
+212.1%
-69.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.2% |
| 7D | -1.3% | -1.6% | +0.3% | +0.3% |
| 30D | +1.9% | -1.5% | +3.4% | +3.5% |
| 3M | +1.4% | +3.4% | -2.0% | -1.7% |
| 6M | +15.2% | +9.5% | +5.7% | +6.0% |
| YTD | +23.8% | +13.0% | +10.8% | +10.5% |
| 1Y | +30.7% | +18.0% | +12.6% | +11.9% |
| 3Y | +83.3% | +65.4% | +17.9% | +12.3% |
| 5Y | +48.8% | +51.6% | -2.8% | -1.0% |
| 10Y | +142.8% | +146.7% | -3.9% | -1.2% |
| All | +142.3% | +212.1% | -69.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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