-14.7%
SHOP vs IEMG
+45.7%
-60.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +2.9% |
| 7D | -13.2% | -0.9% | -12.4% | -12.2% |
| 30D | -17.0% | +2.1% | -19.2% | -19.9% |
| 3M | +17.0% | +4.6% | +12.4% | +4.4% |
| 6M | -2.1% | +14.0% | -16.2% | -28.2% |
| YTD | -21.4% | +22.3% | -43.7% | -50.6% |
| 1Y | -11.0% | +30.7% | -41.7% | -50.4% |
| 3Y | +100.9% | +83.2% | +17.7% | -44.8% |
| 5Y | -14.7% | +47.0% | -61.7% | -59.2% |
| All | -14.7% | +45.7% | -60.4% | -59.2% |
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 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