+240.1%
PLD vs IEMG
+142.9%
+97.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.3% |
| 7D | -2.8% | -0.9% | -2.0% | -2.3% |
| 30D | -3.6% | +2.1% | -5.8% | -5.0% |
| 3M | -7.1% | +4.6% | -11.7% | -10.8% |
| 6M | +0.2% | +14.0% | -13.8% | -10.1% |
| YTD | +6.9% | +22.3% | -15.4% | -9.1% |
| 1Y | +25.0% | +30.7% | -5.6% | +1.4% |
| 3Y | +20.8% | +83.2% | -62.4% | -23.0% |
| 5Y | +16.2% | +47.0% | -30.8% | -14.9% |
| All | +240.1% | +142.9% | +97.3% | +67.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling