+38.0%
IGV vs EEM
+83.8%
-45.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | +0.6% |
| 7D | -5.4% | -0.7% | -4.7% | -5.1% |
| 30D | -2.6% | +2.4% | -5.0% | -4.0% |
| 3M | +10.5% | +4.2% | +6.4% | +6.7% |
| 6M | +18.2% | +14.8% | +3.4% | +5.9% |
| YTD | -4.2% | +23.1% | -27.3% | -19.6% |
| 1Y | -9.8% | +32.5% | -42.4% | -28.8% |
| All | +38.0% | +83.8% | -45.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 3y: compounded portfolio wealth divided by compounded EEM 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…
3y analysis · Full analysis span regression · 6 months rolling