-27.2%
NOW vs IEMG
+35.3%
-62.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.1% |
| 7D | -1.7% | +5.3% | -7.0% | -5.1% |
| 30D | -27.4% | -7.2% | -20.2% | -23.4% |
| 3M | -19.4% | -8.1% | -11.3% | -15.0% |
| 6M | +13.1% | -6.7% | +19.8% | +15.1% |
| YTD | -34.3% | +11.6% | -45.9% | -45.0% |
| 1Y | -41.8% | +11.4% | -53.2% | -51.1% |
| 3Y | -20.7% | +69.3% | -90.0% | -59.3% |
| 5Y | -27.2% | +34.9% | -62.1% | -49.5% |
| All | -27.2% | +35.3% | -62.5% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling