+2,614.7%
LITE vs IEMG
+140.4%
+2,474.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | +13.6% | +1.6% | +12.0% | +11.4% |
| 30D | +21.6% | +4.6% | +16.9% | +15.6% |
| 3M | +20.3% | +4.8% | +15.5% | +16.3% |
| 6M | +54.4% | +16.8% | +37.5% | +31.8% |
| YTD | +168.3% | +24.8% | +143.5% | +112.8% |
| 1Y | +551.8% | +34.3% | +517.5% | +382.7% |
| 3Y | +1,891.5% | +87.0% | +1,804.5% | +965.3% |
| 5Y | +1,014.7% | +49.9% | +964.8% | +648.3% |
| 10Y | +2,614.7% | +144.8% | +2,470.0% | +987.7% |
| All | +2,614.7% | +140.4% | +2,474.3% | +987.7% |
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