+590.5%
IVV vs IEMG
+143.9%
+446.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.5% | +2.8% | -2.3% | -1.3% |
| 30D | -1.0% | +4.6% | -5.6% | -3.9% |
| 3M | +3.9% | +5.5% | -1.7% | -0.3% |
| 6M | +14.5% | +19.7% | -5.2% | +0.5% |
| YTD | +12.9% | +25.5% | -12.6% | -4.3% |
| 1Y | +19.4% | +35.5% | -16.2% | -3.9% |
| 3Y | +78.8% | +88.0% | -9.2% | +15.1% |
| 5Y | +82.2% | +50.6% | +31.6% | +34.7% |
| 10Y | +313.7% | +138.4% | +175.3% | +124.0% |
| All | +590.5% | +143.9% | +446.6% | +255.0% |
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