+1,346.4%
MU vs IEMG
+50.3%
+1,296.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.7% |
| 7D | +7.5% | +1.6% | +5.9% | +4.6% |
| 30D | +19.4% | +4.6% | +14.7% | +10.7% |
| 3M | +9.8% | +4.8% | +5.0% | +6.0% |
| 6M | +164.1% | +16.8% | +147.3% | +120.9% |
| YTD | +260.3% | +24.8% | +235.5% | +174.3% |
| 1Y | +661.2% | +34.3% | +626.9% | +429.4% |
| 3Y | +1,380.8% | +87.0% | +1,293.9% | +573.3% |
| 5Y | +1,346.4% | +49.9% | +1,296.4% | +756.2% |
| All | +1,346.4% | +50.3% | +1,296.1% | +756.2% |
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