+3,712.1%
LITE vs IEMG
+119.6%
+3,592.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +8.0% |
| 7D | +3.4% | +0.7% | +2.7% | +4.1% |
| 30D | -34.9% | -6.4% | -28.5% | -28.4% |
| 3M | -21.0% | -5.5% | -15.5% | -13.1% |
| 6M | -38.5% | -8.3% | -30.2% | -28.7% |
| YTD | +75.8% | +13.2% | +62.6% | +64.6% |
| 1Y | +156.7% | +13.0% | +143.7% | +142.2% |
| 3Y | +1,498.6% | +71.6% | +1,427.0% | +948.2% |
| 5Y | +610.9% | +37.1% | +573.8% | +471.1% |
| 10Y | +1,670.7% | +135.2% | +1,535.4% | +919.2% |
| All | +3,712.1% | +119.6% | +3,592.5% | +1,409.9% |
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