+161.5%
SLV vs IEMG
+45.7%
+115.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -3.6% |
| 7D | -5.0% | -0.9% | -4.2% | -4.3% |
| 30D | -1.8% | +2.1% | -3.9% | -3.4% |
| 3M | -0.3% | +4.6% | -4.9% | -4.0% |
| 6M | -28.2% | +14.0% | -42.2% | -35.2% |
| YTD | -10.7% | +22.3% | -33.1% | -22.0% |
| 1Y | +53.7% | +30.7% | +23.0% | +28.7% |
| 3Y | +173.7% | +83.2% | +90.5% | +86.7% |
| 5Y | +161.5% | +47.0% | +114.5% | +90.3% |
| All | +161.5% | +45.7% | +115.8% | +90.3% |
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