+38.6%
MA vs IEMG
+85.2%
-46.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -3.5% | +1.6% | -5.1% | -3.8% |
| 30D | +0.8% | +4.6% | -3.9% | -0.1% |
| 3M | +14.8% | +4.8% | +9.9% | +13.1% |
| 6M | +10.0% | +16.8% | -6.8% | +3.3% |
| YTD | -0.1% | +24.8% | -24.9% | -9.1% |
| 1Y | -2.2% | +34.3% | -36.5% | -14.2% |
| All | +38.6% | +85.2% | -46.5% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling