+243.3%
PLD vs IEMG
+147.8%
+95.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -0.7% | +1.6% | -2.3% | -1.7% |
| 30D | -2.2% | +4.6% | -6.9% | -5.1% |
| 3M | -7.4% | +4.8% | -12.2% | -11.1% |
| 6M | +1.9% | +16.8% | -14.9% | -10.0% |
| YTD | +7.9% | +24.8% | -16.9% | -9.4% |
| 1Y | +25.1% | +34.3% | -9.2% | -0.3% |
| 3Y | +21.9% | +87.0% | -65.1% | -23.2% |
| 5Y | +16.3% | +49.9% | -33.6% | -15.9% |
| All | +243.3% | +147.8% | +95.4% | +66.5% |
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