+375.1%
META vs IEMG
+137.4%
+237.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +6.0% | +2.8% | +3.3% | +3.6% |
| 30D | +3.6% | +4.6% | -1.0% | -0.4% |
| 3M | +4.9% | +5.5% | -0.6% | -1.3% |
| 6M | -4.7% | +19.7% | -24.4% | -20.8% |
| YTD | -6.9% | +25.5% | -32.4% | -26.3% |
| 1Y | -18.2% | +35.5% | -53.7% | -39.7% |
| 3Y | +107.8% | +88.0% | +19.8% | +12.4% |
| 5Y | +63.9% | +50.6% | +13.3% | +9.1% |
| 10Y | +375.1% | +138.4% | +236.7% | +122.2% |
| All | +375.1% | +137.4% | +237.7% | +122.2% |
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