+75.3%
PEP vs IEMG
+145.8%
-70.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -0.7% | +1.9% | -2.6% | -1.3% |
| 3M | -4.1% | +1.4% | -5.6% | -5.0% |
| 6M | -13.1% | +15.2% | -28.2% | -18.0% |
| YTD | -2.1% | +23.8% | -25.9% | -10.1% |
| 1Y | -1.7% | +30.7% | -32.3% | -11.6% |
| 3Y | -15.1% | +83.3% | -98.4% | -33.6% |
| 5Y | +3.1% | +48.8% | -45.6% | -12.7% |
| All | +75.3% | +145.8% | -70.5% | +13.3% |
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