+923.3%
IGV vs EMB
+127.1%
+796.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -2.3% | +0.5% | -2.8% | -2.6% |
| 30D | -11.0% | +0.9% | -11.8% | -11.6% |
| 3M | -4.5% | -2.1% | -2.3% | -2.7% |
| 6M | +10.1% | -2.2% | +12.3% | +12.3% |
| YTD | -5.1% | -0.6% | -4.4% | -4.5% |
| 1Y | -10.2% | +0.2% | -10.4% | -10.3% |
| 3Y | +37.7% | +29.5% | +8.2% | +13.0% |
| 5Y | +15.7% | +8.0% | +7.7% | +8.3% |
| 10Y | +357.1% | +35.3% | +321.8% | +284.8% |
| All | +923.3% | +127.1% | +796.2% | +711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling