+38.3%
PLD vs IEMG
+69.1%
-30.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +1.3% | +2.7% | -1.4% | +0.2% |
| 30D | -1.4% | -5.7% | +4.3% | +0.9% |
| 3M | -8.2% | -8.8% | +0.6% | -4.8% |
| 6M | -8.0% | -8.9% | +0.9% | -5.7% |
| YTD | +3.2% | +11.2% | -8.0% | -8.0% |
| 1Y | +7.0% | +12.2% | -5.2% | -5.2% |
| 3Y | +38.3% | +68.5% | -30.2% | -16.2% |
| All | +38.3% | +69.1% | -30.8% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling