+1,009.8%
LITE vs IEMG
+49.3%
+960.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +11.0% | +11.0% |
| 7D | +12.6% | +2.8% | +9.8% | +8.3% |
| 30D | +9.9% | +4.6% | +5.3% | +3.8% |
| 3M | +9.3% | +5.5% | +3.8% | +3.7% |
| 6M | +75.2% | +19.7% | +55.5% | +40.8% |
| YTD | +165.5% | +25.5% | +140.0% | +100.2% |
| 1Y | +555.0% | +35.5% | +519.5% | +355.2% |
| 3Y | +1,870.5% | +88.0% | +1,782.5% | +872.4% |
| 5Y | +1,009.8% | +50.6% | +959.2% | +550.5% |
| All | +1,009.8% | +49.3% | +960.6% | +550.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling