+2.5%
SPGI vs IEMG
+48.7%
-46.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.3% |
| 7D | -3.1% | +1.6% | -4.7% | -3.7% |
| 30D | +2.0% | +4.6% | -2.6% | +0.1% |
| 3M | +4.3% | +4.8% | -0.5% | +1.4% |
| 6M | -0.2% | +16.8% | -17.1% | -9.4% |
| YTD | -14.8% | +24.8% | -39.6% | -26.0% |
| 1Y | -18.5% | +34.3% | -52.8% | -32.7% |
| 3Y | +16.0% | +87.0% | -71.0% | -24.0% |
| All | +2.5% | +48.7% | -46.3% | -26.0% |
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