+1,381.0%
NET vs IEMG
+79.8%
+1,301.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.5% |
| 7D | -16.4% | -3.1% | -13.3% | -13.3% |
| 30D | -25.8% | -10.3% | -15.5% | -16.3% |
| 3M | -11.5% | -6.6% | -4.9% | -4.9% |
| 6M | +18.9% | -3.9% | +22.8% | +20.7% |
| YTD | +35.2% | +12.4% | +22.8% | +12.0% |
| 1Y | +14.5% | +13.9% | +0.6% | -6.5% |
| 3Y | +313.8% | +70.0% | +243.8% | +108.3% |
| 5Y | +32.6% | +38.5% | -5.9% | -14.1% |
| All | +1,381.0% | +79.8% | +1,301.2% | +704.7% |
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 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