+489.8%
LIN vs IEMG
+143.7%
+346.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.9% |
| 7D | -2.1% | +2.2% | -4.4% | -3.4% |
| 30D | -2.4% | +4.6% | -7.0% | -5.1% |
| 3M | -5.6% | +0.4% | -5.9% | -6.8% |
| 6M | -3.4% | +16.4% | -19.7% | -13.7% |
| YTD | +13.1% | +25.4% | -12.3% | -3.9% |
| 1Y | +2.5% | +38.3% | -35.8% | -18.5% |
| 3Y | +27.6% | +84.1% | -56.5% | -16.8% |
| 5Y | +63.0% | +49.0% | +14.0% | +21.4% |
| 10Y | +359.3% | +141.8% | +217.4% | +149.7% |
| All | +489.8% | +143.7% | +346.1% | +217.1% |
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 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