+327.1%
NET vs IEMG
+84.9%
+242.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -3.4% |
| 7D | -7.0% | +2.2% | -9.2% | -8.8% |
| 30D | -4.8% | +4.6% | -9.4% | -8.5% |
| 3M | +3.8% | +0.4% | +3.5% | +2.4% |
| 6M | +50.0% | +16.4% | +33.7% | +24.4% |
| YTD | +41.5% | +25.4% | +16.0% | +5.6% |
| 1Y | +32.8% | +38.3% | -5.4% | -12.4% |
| All | +327.1% | +84.9% | +242.1% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling