+761.1%
IGV vs IEMG
+137.7%
+623.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.9% |
| 7D | -5.4% | -0.9% | -4.5% | -4.8% |
| 30D | -2.6% | +2.1% | -4.7% | -4.3% |
| 3M | +10.5% | +4.6% | +5.9% | +5.6% |
| 6M | +18.2% | +14.0% | +4.1% | +4.6% |
| YTD | -4.2% | +22.3% | -26.6% | -20.2% |
| 1Y | -9.8% | +30.7% | -40.5% | -28.7% |
| 3Y | +39.1% | +83.2% | -44.1% | -16.1% |
| 5Y | +21.2% | +47.0% | -25.8% | -13.2% |
| 10Y | +361.5% | +139.9% | +221.7% | +132.2% |
| All | +761.1% | +137.7% | +623.4% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling