+121.9%
KRE vs IEMG
+145.8%
-23.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.8% |
| 7D | -1.8% | -1.3% | -0.5% | -0.9% |
| 30D | -4.5% | +1.9% | -6.4% | -6.0% |
| 3M | +2.7% | +1.4% | +1.3% | +0.5% |
| 6M | +16.9% | +15.2% | +1.7% | +1.9% |
| YTD | +15.4% | +23.8% | -8.5% | -5.6% |
| 1Y | +16.1% | +30.7% | -14.6% | -9.3% |
| 3Y | +85.7% | +83.3% | +2.4% | +8.6% |
| 5Y | +33.3% | +48.8% | -15.5% | -7.6% |
| All | +121.9% | +145.8% | -23.9% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling