-81.2%
PATH vs IEMG
+33.5%
-114.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -3.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.8% |
| 30D | -3.7% | -8.8% | +5.1% | +6.5% |
| 3M | -13.8% | -7.2% | -6.6% | -7.7% |
| 6M | +20.3% | -9.8% | +30.1% | +29.2% |
| YTD | -20.8% | +11.4% | -32.2% | -40.4% |
| 1Y | -9.2% | +13.2% | -22.4% | -33.5% |
| 3Y | -21.8% | +70.0% | -91.8% | -71.5% |
| 5Y | -77.4% | +36.6% | -114.0% | -87.7% |
| All | -81.2% | +33.5% | -114.7% | -89.3% |
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