+1,258.4%
NET vs IEMG
+69.7%
+1,188.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.6% | -2.6% | -2.2% |
| 7D | -21.2% | -7.4% | -13.8% | -14.1% |
| 30D | -31.1% | -14.9% | -16.3% | -17.7% |
| 3M | -16.5% | -11.6% | -5.0% | -4.7% |
| 6M | 0.0% | -11.1% | +11.1% | +10.7% |
| YTD | +24.0% | +6.0% | +18.0% | +9.6% |
| 1Y | +7.0% | +6.5% | +0.5% | -5.8% |
| 3Y | +279.6% | +60.4% | +219.2% | +103.8% |
| 5Y | +24.0% | +30.8% | -6.8% | -14.4% |
| All | +1,258.4% | +69.7% | +1,188.7% | +687.3% |
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