-5.9%
SLB vs IEMG
+142.9%
-148.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | 0.0% |
| 7D | -2.4% | -0.9% | -1.6% | -1.7% |
| 30D | +4.9% | +2.1% | +2.8% | +2.7% |
| 3M | +1.4% | +4.6% | -3.2% | -4.4% |
| 6M | +17.6% | +14.0% | +3.6% | +1.1% |
| YTD | +48.3% | +22.3% | +26.0% | +19.0% |
| 1Y | +58.7% | +30.7% | +28.0% | +19.4% |
| 3Y | +0.6% | +83.2% | -82.7% | -46.1% |
| 5Y | +133.6% | +47.0% | +86.6% | +54.9% |
| All | -5.9% | +142.9% | -148.8% | -57.8% |
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