+5,744.5%
MU vs IEMG
+142.9%
+5,601.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -1.9% |
| 7D | +2.0% | -0.9% | +2.9% | +3.5% |
| 30D | +12.5% | +2.1% | +10.4% | +9.7% |
| 3M | +9.6% | +4.6% | +5.0% | +7.3% |
| 6M | +142.6% | +14.0% | +128.6% | +116.6% |
| YTD | +242.7% | +22.3% | +220.3% | +181.0% |
| 1Y | +599.3% | +30.7% | +568.6% | +434.2% |
| 3Y | +1,308.3% | +83.2% | +1,225.1% | +621.5% |
| 5Y | +1,263.7% | +47.0% | +1,216.7% | +833.8% |
| All | +5,744.5% | +142.9% | +5,601.6% | +2,520.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling