+140.8%
IEMG vs IJR
+172.1%
-31.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -1.3% | -2.2% | +0.9% | 0.0% |
| 30D | +1.9% | -4.6% | +6.5% | +4.7% |
| 3M | +1.4% | +0.2% | +1.2% | +1.4% |
| 6M | +15.2% | +14.7% | +0.5% | +6.9% |
| YTD | +23.8% | +18.9% | +5.0% | +12.6% |
| 1Y | +30.7% | +19.9% | +10.7% | +18.0% |
| 3Y | +83.3% | +53.0% | +30.3% | +41.1% |
| 5Y | +48.8% | +40.9% | +7.9% | +18.5% |
| All | +140.8% | +172.1% | -31.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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