+498.9%
PLD vs IEMG
+143.7%
+355.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.7% |
| 7D | -2.4% | +2.2% | -4.6% | -3.7% |
| 30D | -2.4% | +4.6% | -7.0% | -5.2% |
| 3M | -3.8% | +0.4% | -4.2% | -5.2% |
| 6M | 0.0% | +16.4% | -16.3% | -11.0% |
| YTD | +9.2% | +25.4% | -16.2% | -7.9% |
| 1Y | +25.9% | +38.3% | -12.4% | -0.6% |
| 3Y | +21.3% | +84.1% | -62.8% | -21.1% |
| 5Y | +14.1% | +49.0% | -34.9% | -15.8% |
| 10Y | +237.9% | +141.8% | +96.0% | +76.3% |
| All | +498.9% | +143.7% | +355.1% | +203.1% |
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