-81.2%
PATH vs IEMG
+29.8%
-111.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -2.5% |
| 7D | -5.3% | -2.8% | -2.6% | -2.4% |
| 30D | -0.5% | -12.0% | +11.5% | +14.7% |
| 3M | -7.1% | -9.0% | +1.9% | +1.7% |
| 6M | +23.8% | -11.8% | +35.6% | +36.1% |
| YTD | -20.7% | +8.3% | -29.0% | -38.3% |
| 1Y | -8.1% | +9.6% | -17.7% | -29.9% |
| 3Y | -21.8% | +62.3% | -84.1% | -69.6% |
| 5Y | -76.8% | +33.5% | -110.4% | -87.1% |
| All | -81.2% | +29.8% | -111.0% | -88.9% |
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 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