+629.3%
ON vs IEMG
+145.8%
+483.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +6.7% |
| 7D | +2.4% | -1.3% | +3.7% | +4.4% |
| 30D | -8.6% | +1.9% | -10.5% | -11.2% |
| 3M | -34.3% | +1.4% | -35.8% | -34.5% |
| 6M | +28.5% | +15.2% | +13.4% | +6.5% |
| YTD | +40.6% | +23.8% | +16.8% | +4.2% |
| 1Y | +55.3% | +30.7% | +24.7% | +6.9% |
| 3Y | -22.2% | +83.3% | -105.5% | -66.9% |
| 5Y | +62.4% | +48.8% | +13.6% | -3.3% |
| All | +629.3% | +145.8% | +483.5% | +174.7% |
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