+131.5%
PM vs IEMG
+45.7%
+85.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.5% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +1.9% | +2.1% | -0.2% | +1.5% |
| 3M | +4.6% | +4.6% | 0.0% | +3.2% |
| 6M | +11.7% | +14.0% | -2.4% | +7.0% |
| YTD | +20.4% | +22.3% | -2.0% | +13.1% |
| 1Y | +19.0% | +30.7% | -11.7% | +9.5% |
| 3Y | +130.4% | +83.2% | +47.2% | +87.8% |
| 5Y | +131.5% | +47.0% | +84.5% | +97.0% |
| All | +131.5% | +45.7% | +85.7% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling