+84.8%
MRK vs IEMG
+38.7%
+46.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +1.3% | +2.2% | -0.9% | +1.2% |
| 30D | +17.1% | +4.6% | +12.5% | +16.9% |
| 3M | +25.9% | +0.4% | +25.5% | +25.7% |
| 6M | +26.8% | +16.4% | +10.5% | +21.4% |
| YTD | +44.9% | +25.4% | +19.5% | +37.2% |
| 1Y | +84.8% | +38.3% | +46.6% | +59.1% |
| All | +84.8% | +38.7% | +46.1% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling