+2,610.2%
META vs IEMG
+116.9%
+2,493.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | +0.2% |
| 7D | +3.1% | +5.3% | -2.2% | -1.1% |
| 30D | -18.2% | -7.2% | -11.0% | -13.3% |
| 3M | +7.8% | -8.1% | +15.9% | +15.1% |
| 6M | +3.6% | -6.7% | +10.3% | +7.4% |
| YTD | -5.3% | +11.6% | -16.9% | -16.0% |
| 1Y | +2.7% | +11.4% | -8.7% | -8.8% |
| 3Y | +91.5% | +69.3% | +22.2% | +19.6% |
| 5Y | +84.7% | +34.9% | +49.8% | +40.3% |
| 10Y | +429.0% | +132.1% | +296.9% | +177.8% |
| All | +2,610.2% | +116.9% | +2,493.3% | +1,472.3% |
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