+174.7%
SLV vs IEMG
+83.7%
+91.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | -0.2% |
| 7D | -2.8% | -1.3% | -1.6% | -1.5% |
| 30D | -1.6% | +1.9% | -3.5% | -3.3% |
| 3M | -4.4% | +1.4% | -5.9% | -6.1% |
| 6M | -25.4% | +15.2% | -40.6% | -35.6% |
| YTD | -9.8% | +23.8% | -33.6% | -25.1% |
| 1Y | +53.8% | +30.7% | +23.1% | +22.5% |
| 3Y | +174.7% | +83.3% | +91.4% | +73.9% |
| All | +174.7% | +83.7% | +91.0% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling