+45.4%
MRK vs IEMG
+83.7%
-38.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | +8.3% | +1.9% | +6.4% | +8.0% |
| 3M | +20.0% | +1.4% | +18.6% | +19.5% |
| 6M | +25.7% | +15.2% | +10.5% | +21.2% |
| YTD | +38.7% | +23.8% | +14.9% | +32.0% |
| 1Y | +74.7% | +30.7% | +44.0% | +64.3% |
| 3Y | +45.4% | +83.3% | -37.9% | +29.8% |
| All | +45.4% | +83.7% | -38.3% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling