+93.3%
SLV vs IEMG
+143.9%
-50.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +2.5% | +2.8% | -0.3% | +1.0% |
| 30D | +3.3% | +4.6% | -1.4% | +0.9% |
| 3M | -3.6% | +5.5% | -9.1% | -6.2% |
| 6M | -21.8% | +19.7% | -41.5% | -28.2% |
| YTD | -7.8% | +25.5% | -33.4% | -16.3% |
| 1Y | +58.3% | +35.5% | +22.8% | +39.1% |
| 3Y | +182.6% | +88.0% | +94.6% | +116.7% |
| 5Y | +167.8% | +50.6% | +117.2% | +121.2% |
| 10Y | +218.9% | +138.4% | +80.5% | +118.7% |
| All | +93.3% | +143.9% | -50.5% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling