-78.0%
PATH vs IEMG
+50.4%
-128.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.3% | -18.6% |
| 7D | -16.3% | +2.2% | -18.5% | -18.9% |
| 30D | +9.9% | +4.6% | +5.3% | +3.6% |
| 3M | +30.2% | +0.4% | +29.8% | +25.8% |
| 6M | +37.2% | +16.4% | +20.9% | +4.6% |
| YTD | -7.3% | +25.4% | -32.8% | -38.5% |
| 1Y | +40.0% | +38.3% | +1.7% | -20.4% |
| 3Y | -4.4% | +84.1% | -88.5% | -67.0% |
| 5Y | -76.0% | +49.0% | -125.0% | -88.1% |
| All | -78.0% | +50.4% | -128.4% | -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