+71.5%
IEMG vs MDB
+912.7%
-841.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +2.7% | +6.8% | -4.1% | +1.9% |
| 30D | -5.7% | -6.2% | +0.5% | -5.2% |
| 3M | -8.8% | -29.2% | +20.5% | -5.8% |
| 6M | -8.9% | +10.3% | -19.2% | -11.4% |
| YTD | +11.2% | -20.4% | +31.6% | +11.3% |
| 1Y | +12.2% | -4.8% | +17.0% | +9.6% |
| 3Y | +68.5% | -11.6% | +80.1% | +58.9% |
| 5Y | +34.3% | -41.0% | +75.4% | +24.6% |
| All | +71.5% | +912.7% | -841.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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