+20,064.6%
MU vs IEMG
+143.7%
+19,920.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +3.8% |
| 7D | +9.0% | +2.2% | +6.7% | +5.8% |
| 30D | +13.8% | +4.6% | +9.2% | +7.4% |
| 3M | +2.1% | +0.4% | +1.7% | +6.5% |
| 6M | +153.8% | +16.4% | +137.5% | +122.4% |
| YTD | +256.4% | +25.4% | +230.9% | +186.2% |
| 1Y | +719.8% | +38.3% | +681.5% | +492.5% |
| 3Y | +1,360.4% | +84.1% | +1,276.3% | +670.2% |
| 5Y | +1,312.4% | +49.0% | +1,263.4% | +873.4% |
| 10Y | +6,142.6% | +141.8% | +6,000.7% | +2,506.7% |
| All | +20,064.6% | +143.7% | +19,920.9% | +7,606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling