+219.9%
SLV vs IEMG
+145.8%
+74.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | -2.8% | -1.3% | -1.6% | -2.1% |
| 30D | -1.6% | +1.9% | -3.5% | -2.6% |
| 3M | -4.4% | +1.4% | -5.9% | -5.2% |
| 6M | -25.4% | +15.2% | -40.6% | -30.7% |
| YTD | -9.8% | +23.8% | -33.6% | -18.2% |
| 1Y | +53.8% | +30.7% | +23.1% | +36.0% |
| 3Y | +174.7% | +83.3% | +91.4% | +108.7% |
| 5Y | +164.3% | +48.8% | +115.5% | +115.2% |
| All | +219.9% | +145.8% | +74.1% | +108.6% |
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