+6.5%
IEMG vs MKTX
+5.2%
+1.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.4% | +0.4% | -7.8% | -7.4% |
| 30D | -14.9% | +0.9% | -15.8% | -14.9% |
| 3M | -11.6% | +2.4% | -14.0% | -11.6% |
| 6M | -11.1% | +10.6% | -21.6% | -12.7% |
| YTD | +6.0% | -7.3% | +13.4% | +3.7% |
| 1Y | +6.5% | +4.8% | +1.7% | +3.6% |
| All | +6.5% | +5.2% | +1.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling