+5,083.9%
LITE vs IEMG
+143.4%
+4,940.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.2% |
| 7D | -1.5% | +2.2% | -3.8% | -3.9% |
| 30D | +6.7% | +4.6% | +2.0% | +2.1% |
| 3M | -6.8% | +0.4% | -7.1% | -5.0% |
| 6M | +29.4% | +16.4% | +13.1% | +13.7% |
| YTD | +139.1% | +25.4% | +113.6% | +94.4% |
| 1Y | +521.0% | +38.3% | +482.7% | +364.1% |
| 3Y | +1,535.3% | +84.1% | +1,451.2% | +862.5% |
| 5Y | +889.8% | +49.0% | +840.8% | +601.6% |
| 10Y | +2,400.7% | +141.8% | +2,258.9% | +1,176.6% |
| All | +5,083.9% | +143.4% | +4,940.4% | +1,683.3% |
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