+282.9%
SPGI vs IEMG
+145.8%
+137.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.7% |
| 7D | -7.4% | -1.3% | -6.1% | -6.7% |
| 30D | +0.4% | +1.9% | -1.5% | -0.9% |
| 3M | +5.3% | +1.4% | +3.8% | +3.2% |
| 6M | +1.7% | +15.2% | -13.5% | -9.8% |
| YTD | -16.4% | +23.8% | -40.2% | -29.9% |
| 1Y | -20.5% | +30.7% | -51.2% | -36.2% |
| 3Y | +14.2% | +83.3% | -69.1% | -29.4% |
| 5Y | +0.6% | +48.8% | -48.2% | -28.0% |
| All | +282.9% | +145.8% | +137.1% | +91.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling