+914.2%
SPGI vs IEMG
+143.9%
+770.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -2.5% | +2.8% | -5.3% | -4.2% |
| 30D | +5.4% | +4.6% | +0.8% | +2.3% |
| 3M | +9.0% | +5.5% | +3.5% | +4.0% |
| 6M | +0.8% | +19.7% | -18.9% | -13.0% |
| YTD | -12.6% | +25.5% | -38.1% | -27.4% |
| 1Y | -16.1% | +35.5% | -51.6% | -34.4% |
| 3Y | +19.0% | +88.0% | -69.0% | -27.3% |
| 5Y | +5.1% | +50.6% | -45.5% | -25.3% |
| 10Y | +295.5% | +138.4% | +157.1% | +93.9% |
| All | +914.2% | +143.9% | +770.3% | +380.5% |
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