+265.1%
MU vs IEMG
+13.6%
+251.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -9.1% |
| 7D | -19.1% | -3.1% | -16.0% | -13.1% |
| 30D | -25.2% | -10.3% | -14.9% | -3.7% |
| 3M | -10.9% | -6.6% | -4.3% | +4.5% |
| 6M | +38.0% | -3.9% | +41.9% | +64.5% |
| YTD | +178.8% | +12.4% | +166.5% | +102.5% |
| 1Y | +265.1% | +13.9% | +251.3% | +150.0% |
| All | +265.1% | +13.6% | +251.5% | +150.0% |
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