+431.5%
LIN vs IEMG
+132.0%
+299.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +2.1% | +2.7% | -0.6% | +0.5% |
| 30D | +6.8% | -5.7% | +12.5% | +10.0% |
| 3M | +10.4% | -8.8% | +19.2% | +15.6% |
| 6M | +3.2% | -8.9% | +12.1% | +6.7% |
| YTD | +24.6% | +11.2% | +13.4% | +11.9% |
| 1Y | +24.4% | +12.2% | +12.2% | +10.9% |
| 3Y | +36.7% | +68.5% | -31.8% | -10.0% |
| 5Y | +67.0% | +34.3% | +32.7% | +28.8% |
| All | +431.5% | +132.0% | +299.5% | +202.4% |
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