+364.4%
IGV vs EMB
+29.7%
+334.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.5% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | -3.0% | -0.3% | -2.8% | -2.7% |
| 3M | +9.6% | -0.3% | +9.9% | +10.1% |
| 6M | +16.1% | +0.7% | +15.4% | +15.1% |
| YTD | -3.6% | +1.3% | -4.9% | -5.1% |
| 1Y | -7.8% | +4.7% | -12.5% | -13.1% |
| 3Y | +40.0% | +30.1% | +9.9% | +0.8% |
| 5Y | +21.2% | +6.9% | +14.4% | +12.2% |
| 10Y | +364.4% | +30.7% | +333.7% | +253.4% |
| All | +364.4% | +29.7% | +334.7% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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