+137.9%
SLB vs IEMG
+48.7%
+89.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -1.9% | +1.6% | -3.5% | -2.9% |
| 30D | +7.8% | +4.6% | +3.2% | +4.5% |
| 3M | +2.7% | +4.8% | -2.2% | -1.7% |
| 6M | +22.2% | +16.8% | +5.3% | +7.1% |
| YTD | +51.1% | +24.8% | +26.2% | +26.0% |
| 1Y | +63.3% | +34.3% | +29.0% | +28.9% |
| 3Y | +2.4% | +87.0% | -84.5% | -37.0% |
| All | +137.9% | +48.7% | +89.2% | +78.7% |
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