+142.3%
IEMG vs ITOT
+560.3%
-418.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -0.5% |
| 30D | +1.9% | -1.5% | +3.4% | +3.2% |
| 3M | +1.4% | +3.6% | -2.1% | -1.4% |
| 6M | +15.2% | +13.7% | +1.5% | +3.7% |
| YTD | +23.8% | +12.9% | +10.9% | +12.2% |
| 1Y | +30.7% | +17.2% | +13.5% | +14.7% |
| 3Y | +83.3% | +75.6% | +7.7% | +11.9% |
| 5Y | +48.8% | +75.5% | -26.7% | -10.3% |
| 10Y | +142.8% | +302.0% | -159.2% | -37.1% |
| All | +142.3% | +560.3% | -418.0% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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