+2,080.1%
LLY vs IEMG
+132.0%
+1,948.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +6.7% | +2.7% | +4.0% | +5.8% |
| 30D | +19.6% | -5.7% | +25.3% | +21.7% |
| 3M | +19.7% | -8.8% | +28.5% | +23.0% |
| 6M | +42.7% | -8.9% | +51.6% | +45.5% |
| YTD | +35.1% | +11.2% | +23.9% | +26.9% |
| 1Y | +42.2% | +12.2% | +30.0% | +33.0% |
| 3Y | +140.8% | +68.5% | +72.3% | +91.0% |
| 5Y | +480.6% | +34.3% | +446.2% | +401.2% |
| All | +2,080.1% | +132.0% | +1,948.1% | +1,272.2% |
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 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