+140.8%
IEMG vs IVZ
+65.9%
+74.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -1.3% | -2.4% | +1.1% | -0.6% |
| 30D | +1.9% | +3.0% | -1.1% | +1.0% |
| 3M | +1.4% | +14.9% | -13.4% | -2.8% |
| 6M | +15.2% | +36.7% | -21.6% | +4.8% |
| YTD | +23.8% | +25.7% | -1.9% | +15.0% |
| 1Y | +30.7% | +47.7% | -17.0% | +15.6% |
| 3Y | +83.3% | +138.8% | -55.5% | +36.7% |
| 5Y | +48.8% | +62.1% | -13.3% | +20.6% |
| All | +140.8% | +65.9% | +74.9% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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