+22.2%
LQD vs IEMG
+145.8%
-123.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -1.3% | +1.9% | -3.2% | -1.5% |
| 3M | -3.2% | +1.4% | -4.6% | -3.5% |
| 6M | -2.1% | +15.2% | -17.3% | -4.1% |
| YTD | -2.4% | +23.8% | -26.2% | -5.3% |
| 1Y | -2.7% | +30.7% | -33.3% | -6.2% |
| 3Y | +14.2% | +83.3% | -69.1% | +5.0% |
| 5Y | -5.8% | +48.8% | -54.6% | -11.9% |
| All | +22.2% | +145.8% | -123.7% | +6.2% |
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