+412.1%
LIN vs IEMG
+121.2%
+290.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +7.9% | -9.4% | +17.2% | +13.7% |
| 3M | +6.3% | -7.3% | +13.6% | +10.2% |
| 6M | +6.5% | -10.4% | +16.9% | +11.3% |
| YTD | +23.6% | +10.6% | +13.0% | +11.3% |
| 1Y | +25.7% | +10.5% | +15.2% | +13.2% |
| 3Y | +35.6% | +67.7% | -32.1% | -10.5% |
| 5Y | +65.9% | +36.2% | +29.7% | +26.5% |
| 10Y | +412.1% | +125.6% | +286.5% | +188.4% |
| All | +412.1% | +121.2% | +290.9% | +188.4% |
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