+63.9%
META vs IEMG
+49.3%
+14.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +6.0% | +2.8% | +3.3% | +3.4% |
| 30D | +3.6% | +4.6% | -1.0% | -0.7% |
| 3M | +4.9% | +5.5% | -0.6% | -1.8% |
| 6M | -4.7% | +19.7% | -24.4% | -23.1% |
| YTD | -6.9% | +25.5% | -32.4% | -29.4% |
| 1Y | -18.2% | +35.5% | -53.7% | -43.1% |
| 3Y | +107.8% | +88.0% | +19.8% | -3.9% |
| 5Y | +63.9% | +50.6% | +13.3% | -2.2% |
| All | +63.9% | +49.3% | +14.6% | -2.2% |
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 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