+210.9%
PM vs IEMG
+145.8%
+65.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | +4.7% | -1.3% | +6.0% | +5.2% |
| 30D | +2.6% | +1.9% | +0.7% | +1.8% |
| 3M | +6.6% | +1.4% | +5.2% | +5.2% |
| 6M | +16.5% | +15.2% | +1.3% | +7.8% |
| YTD | +21.2% | +23.8% | -2.6% | +8.5% |
| 1Y | +17.9% | +30.7% | -12.7% | +2.7% |
| 3Y | +129.8% | +83.3% | +46.5% | +68.2% |
| 5Y | +133.0% | +48.8% | +84.3% | +87.9% |
| All | +210.9% | +145.8% | +65.1% | +81.5% |
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