+48.5%
LLY vs IEMG
+31.6%
+16.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.9% |
| 30D | -8.4% | +1.9% | -10.4% | -8.5% |
| 3M | -3.8% | +1.4% | -5.2% | -3.7% |
| 6M | +11.9% | +15.2% | -3.2% | +6.5% |
| YTD | +4.3% | +23.8% | -19.5% | -4.3% |
| 1Y | +48.5% | +30.7% | +17.8% | +29.9% |
| All | +48.5% | +31.6% | +16.9% | +29.9% |
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 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