+465.5%
PLD vs IEMG
+116.0%
+349.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +1.3% | +2.7% | -1.4% | -0.3% |
| 30D | -1.4% | -5.7% | +4.3% | +1.9% |
| 3M | -8.2% | -8.8% | +0.6% | -3.4% |
| 6M | -8.0% | -8.9% | +0.9% | -4.5% |
| YTD | +3.2% | +11.2% | -8.0% | -6.8% |
| 1Y | +7.0% | +12.2% | -5.2% | -3.9% |
| 3Y | +38.3% | +68.5% | -30.2% | -5.7% |
| 5Y | +0.2% | +34.3% | -34.2% | -21.5% |
| 10Y | +268.3% | +131.1% | +137.2% | +96.9% |
| All | +465.5% | +116.0% | +349.5% | +206.8% |
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