+22.0%
IGV vs EMB
+7.3%
+14.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -3.3% | +0.3% | -3.6% | -3.7% |
| 30D | 0.0% | -0.5% | +0.5% | +0.7% |
| 3M | +7.3% | +0.3% | +7.0% | +7.0% |
| 6M | +16.7% | +1.2% | +15.5% | +15.0% |
| YTD | -2.8% | +1.5% | -4.3% | -4.7% |
| 1Y | -6.7% | +4.8% | -11.5% | -12.4% |
| 3Y | +41.1% | +30.4% | +10.8% | +0.1% |
| 5Y | +22.0% | +7.3% | +14.7% | +15.1% |
| All | +22.0% | +7.3% | +14.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling