-28.3%
ON vs IEMG
+81.5%
-109.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +2.0% |
| 7D | -4.7% | -0.9% | -3.9% | -3.5% |
| 30D | -13.5% | +2.1% | -15.6% | -16.4% |
| 3M | -36.3% | +4.6% | -40.9% | -39.4% |
| 6M | +17.8% | +14.0% | +3.7% | -1.5% |
| YTD | +29.6% | +22.3% | +7.2% | -4.0% |
| 1Y | +45.8% | +30.7% | +15.1% | -2.3% |
| All | -28.3% | +81.5% | -109.7% | -68.9% |
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