+2,687.4%
META vs IEMG
+116.4%
+2,571.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +2.8% |
| 7D | +5.7% | -0.1% | +5.9% | +5.8% |
| 30D | -10.8% | -8.8% | -2.0% | -4.0% |
| 3M | +8.4% | -7.2% | +15.6% | +14.8% |
| 6M | +5.4% | -9.8% | +15.2% | +12.4% |
| YTD | -2.6% | +11.4% | -14.0% | -13.4% |
| 1Y | +3.5% | +13.2% | -9.7% | -9.2% |
| 3Y | +102.0% | +70.0% | +32.0% | +25.8% |
| 5Y | +93.1% | +36.6% | +56.5% | +45.4% |
| 10Y | +425.7% | +121.0% | +304.7% | +184.5% |
| All | +2,687.4% | +116.4% | +2,571.0% | +1,521.5% |
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