+548.8%
MU vs IEMG
+31.6%
+517.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -3.1% |
| 7D | -4.1% | -1.3% | -2.8% | -1.1% |
| 30D | +7.0% | +1.9% | +5.1% | +2.7% |
| 3M | -2.1% | +1.4% | -3.5% | -1.4% |
| 6M | +133.1% | +15.2% | +117.9% | +90.2% |
| YTD | +241.9% | +23.8% | +218.1% | +118.3% |
| 1Y | +548.8% | +30.7% | +518.1% | +255.7% |
| All | +548.8% | +31.6% | +517.2% | +255.7% |
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