+38.0%
IGV vs IEMG
+81.5%
-43.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.5% |
| 7D | -5.4% | -0.9% | -4.5% | -4.9% |
| 30D | -2.6% | +2.1% | -4.7% | -3.9% |
| 3M | +10.5% | +4.6% | +5.9% | +6.4% |
| 6M | +18.2% | +14.0% | +4.1% | +6.0% |
| YTD | -4.2% | +22.3% | -26.6% | -19.7% |
| 1Y | -9.8% | +30.7% | -40.5% | -28.5% |
| All | +38.0% | +81.5% | -43.5% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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