+390.7%
LLY vs IEMG
+45.7%
+344.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | -7.4% | +2.1% | -9.6% | -7.9% |
| 3M | -1.0% | +4.6% | -5.6% | -2.5% |
| 6M | +12.5% | +14.0% | -1.5% | +7.6% |
| YTD | +5.0% | +22.3% | -17.3% | -1.8% |
| 1Y | +49.8% | +30.7% | +19.1% | +37.4% |
| 3Y | +95.5% | +83.2% | +12.3% | +64.2% |
| 5Y | +390.7% | +47.0% | +343.7% | +331.9% |
| All | +390.7% | +45.7% | +344.9% | +331.9% |
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 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