+938.2%
MU vs IEMG
+34.0%
+904.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.8% |
| 7D | +12.8% | +2.7% | +10.1% | +8.0% |
| 30D | -14.9% | -5.7% | -9.1% | -3.6% |
| 3M | -18.0% | -8.8% | -9.3% | -1.2% |
| 6M | -3.1% | -8.9% | +5.8% | +24.1% |
| YTD | +172.9% | +11.2% | +161.7% | +159.2% |
| 1Y | +228.8% | +12.2% | +216.6% | +210.3% |
| 3Y | +950.8% | +68.5% | +882.3% | +482.6% |
| All | +938.2% | +34.0% | +904.2% | +669.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling