+369.0%
LIN vs IEMG
+140.4%
+228.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -4.0% | +1.6% | -5.6% | -4.9% |
| 30D | -4.9% | +4.6% | -9.6% | -7.6% |
| 3M | -9.2% | +4.8% | -14.0% | -12.6% |
| 6M | -2.6% | +16.8% | -19.4% | -13.6% |
| YTD | +10.5% | +24.8% | -14.3% | -6.5% |
| 1Y | -0.1% | +34.3% | -34.4% | -19.9% |
| 3Y | +25.4% | +87.0% | -61.6% | -21.3% |
| 5Y | +59.7% | +49.9% | +9.7% | +16.5% |
| 10Y | +369.0% | +144.8% | +224.2% | +154.6% |
| All | +369.0% | +140.4% | +228.6% | +154.6% |
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