+551.8%
LITE vs IEMG
+34.4%
+517.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +2.0% |
| 7D | +13.6% | +1.6% | +12.0% | +10.4% |
| 30D | +21.6% | +4.6% | +16.9% | +13.0% |
| 3M | +20.3% | +4.8% | +15.5% | +13.2% |
| 6M | +54.4% | +16.8% | +37.5% | +20.1% |
| YTD | +168.3% | +24.8% | +143.5% | +66.9% |
| 1Y | +551.8% | +34.3% | +517.5% | +254.2% |
| All | +551.8% | +34.4% | +517.4% | +254.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling