+582.1%
IVV vs IEMG
+116.0%
+466.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.6% | +2.7% | -0.1% | +0.8% |
| 30D | -2.0% | -5.7% | +3.7% | +1.6% |
| 3M | -2.8% | -8.8% | +6.0% | +2.8% |
| 6M | +2.2% | -8.9% | +11.1% | +7.2% |
| YTD | +11.5% | +11.2% | +0.3% | +1.9% |
| 1Y | +13.5% | +12.2% | +1.3% | +3.1% |
| 3Y | +78.1% | +68.5% | +9.6% | +22.6% |
| 5Y | +73.1% | +34.3% | +38.8% | +37.5% |
| 10Y | +310.4% | +131.1% | +179.3% | +128.4% |
| All | +582.1% | +116.0% | +466.0% | +278.0% |
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