+36.2%
LIN vs IEMG
+61.7%
-25.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.5% |
| 7D | +0.2% | -2.8% | +3.0% | +0.7% |
| 30D | +6.5% | -12.0% | +18.5% | +8.8% |
| 3M | +5.5% | -9.0% | +14.5% | +7.0% |
| 6M | +3.3% | -11.8% | +15.2% | +5.2% |
| YTD | +22.0% | +8.3% | +13.8% | +15.9% |
| 1Y | +25.7% | +9.6% | +16.1% | +18.8% |
| 3Y | +36.2% | +62.3% | -26.0% | +10.1% |
| All | +36.2% | +61.7% | -25.5% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling