+140.8%
IEMG vs KWEB
-19.7%
+160.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | -1.3% | -5.6% | +4.3% | +0.8% |
| 30D | +1.9% | -10.7% | +12.6% | +6.1% |
| 3M | +1.4% | -7.4% | +8.8% | +3.9% |
| 6M | +15.2% | -19.3% | +34.5% | +24.1% |
| YTD | +23.8% | -27.8% | +51.6% | +38.6% |
| 1Y | +30.7% | -35.9% | +66.6% | +52.5% |
| 3Y | +83.3% | -1.9% | +85.2% | +77.9% |
| 5Y | +48.8% | -43.2% | +91.9% | +67.4% |
| All | +140.8% | -19.7% | +160.5% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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