+90.9%
IEMG vs MDB
+997.6%
-906.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.6% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +1.9% | -17.3% | +19.2% | +3.8% |
| 3M | +1.4% | +2.2% | -0.8% | +0.4% |
| 6M | +15.2% | +33.9% | -18.7% | +9.7% |
| YTD | +23.8% | -13.7% | +37.5% | +23.4% |
| 1Y | +30.7% | +9.1% | +21.6% | +26.1% |
| 3Y | +83.3% | -8.1% | +91.4% | +72.5% |
| 5Y | +48.8% | -25.9% | +74.7% | +34.3% |
| All | +90.9% | +997.6% | -906.7% | +19.4% |
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