+23.1%
IGV vs IEMG
+48.5%
-25.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.0% |
| 30D | -1.5% | +1.9% | -3.4% | -3.0% |
| 3M | +11.7% | +1.4% | +10.3% | +9.4% |
| 6M | +18.4% | +15.2% | +3.3% | +2.7% |
| YTD | -3.9% | +23.8% | -27.7% | -22.8% |
| 1Y | -9.7% | +30.7% | -40.3% | -31.0% |
| 3Y | +38.4% | +83.3% | -44.8% | -24.8% |
| All | +23.1% | +48.5% | -25.4% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling