+2,578.4%
META vs IEMG
+143.7%
+2,434.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.3% |
| 7D | +6.7% | +2.2% | +4.5% | +4.9% |
| 30D | +4.8% | +4.6% | +0.1% | +1.0% |
| 3M | -1.6% | +0.4% | -2.0% | -3.1% |
| 6M | -7.5% | +16.4% | -23.8% | -19.9% |
| YTD | -6.4% | +25.4% | -31.8% | -24.2% |
| 1Y | -17.3% | +38.3% | -55.6% | -38.3% |
| 3Y | +109.9% | +84.1% | +25.9% | +23.1% |
| 5Y | +65.4% | +49.0% | +16.4% | +16.0% |
| 10Y | +391.8% | +141.8% | +250.0% | +146.4% |
| All | +2,578.4% | +143.7% | +2,434.6% | +1,319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling