+550.3%
LIN vs IEMG
+119.9%
+430.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.4% |
| 7D | +0.3% | +0.7% | -0.4% | -0.2% |
| 30D | +8.0% | -6.4% | +14.4% | +11.7% |
| 3M | +7.7% | -5.5% | +13.2% | +10.4% |
| 6M | +5.1% | -8.3% | +13.4% | +8.3% |
| YTD | +24.7% | +13.2% | +11.5% | +11.7% |
| 1Y | +25.1% | +13.0% | +12.1% | +12.1% |
| 3Y | +36.8% | +71.6% | -34.8% | -7.9% |
| 5Y | +67.9% | +37.1% | +30.7% | +30.1% |
| 10Y | +427.2% | +135.2% | +291.9% | +191.1% |
| All | +550.3% | +119.9% | +430.4% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling