+1,102.7%
ON vs IEMG
+143.9%
+958.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | -2.2% | +2.8% | -4.9% | -5.7% |
| 30D | -12.4% | +4.6% | -17.1% | -17.6% |
| 3M | -41.2% | +5.5% | -46.7% | -44.2% |
| 6M | +25.0% | +19.7% | +5.3% | +0.9% |
| YTD | +31.3% | +25.5% | +5.7% | -0.6% |
| 1Y | +45.4% | +35.5% | +9.9% | +0.2% |
| 3Y | -27.4% | +88.0% | -115.4% | -66.5% |
| 5Y | +58.5% | +50.6% | +7.9% | 0.0% |
| 10Y | +561.8% | +138.4% | +423.5% | +178.3% |
| All | +1,102.7% | +143.9% | +958.8% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling