+144.3%
IEMG vs IVZ
+133.6%
+10.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +4.6% | +1.8% | +2.9% | +4.0% |
| 3M | +4.8% | +15.7% | -10.9% | -0.1% |
| 6M | +16.8% | +36.3% | -19.5% | +5.5% |
| YTD | +24.8% | +24.9% | -0.1% | +15.4% |
| 1Y | +34.3% | +48.9% | -14.6% | +17.2% |
| 3Y | +87.0% | +136.8% | -49.9% | +35.9% |
| 5Y | +49.9% | +60.0% | -10.0% | +19.7% |
| 10Y | +144.8% | +63.4% | +81.4% | +79.6% |
| All | +144.3% | +133.6% | +10.7% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling