-13.1%
SLB vs IEMG
+132.0%
-145.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +3.5% | +2.7% | +0.8% | +1.0% |
| 30D | +6.5% | -5.7% | +12.2% | +11.9% |
| 3M | -0.2% | -8.8% | +8.5% | +7.6% |
| 6M | -5.7% | -8.9% | +3.2% | 0.0% |
| YTD | +36.8% | +11.2% | +25.6% | +18.8% |
| 1Y | +45.8% | +12.2% | +33.6% | +25.4% |
| 3Y | +3.4% | +68.5% | -65.2% | -40.9% |
| 5Y | +76.1% | +34.3% | +41.8% | +25.3% |
| All | -13.1% | +132.0% | -145.1% | -58.4% |
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