+789.1%
NOW vs IEMG
+145.8%
+643.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.1% |
| 7D | -6.2% | -1.3% | -4.9% | -5.2% |
| 30D | +6.1% | +1.9% | +4.2% | +4.3% |
| 3M | +28.6% | +1.4% | +27.2% | +24.5% |
| 6M | +14.6% | +15.2% | -0.6% | -2.2% |
| YTD | -13.5% | +23.8% | -37.3% | -31.9% |
| 1Y | -29.4% | +30.7% | -60.0% | -47.3% |
| 3Y | +9.4% | +83.3% | -73.9% | -41.3% |
| 5Y | +2.3% | +48.8% | -46.5% | -32.7% |
| All | +789.1% | +145.8% | +643.3% | +273.1% |
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