+48.3%
IEMG vs MKTX
-60.5%
+108.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.9% | +0.7% | +1.2% | +1.8% |
| 3M | +1.4% | +40.8% | -39.4% | -2.9% |
| 6M | +15.2% | -8.0% | +23.2% | +16.1% |
| YTD | +23.8% | -8.7% | +32.6% | +24.8% |
| 1Y | +30.7% | -11.8% | +42.5% | +32.2% |
| 3Y | +83.3% | -24.0% | +107.3% | +85.3% |
| All | +48.3% | -60.5% | +108.8% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling