+586.8%
SPYM vs IEMG
+137.7%
+449.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.5% |
| 30D | -1.6% | +2.1% | -3.7% | -3.0% |
| 3M | +4.7% | +4.6% | +0.2% | +1.3% |
| 6M | +12.6% | +14.0% | -1.5% | +2.4% |
| YTD | +11.8% | +22.3% | -10.5% | -3.0% |
| 1Y | +17.5% | +30.7% | -13.1% | -2.2% |
| 3Y | +77.0% | +83.2% | -6.2% | +18.1% |
| 5Y | +82.6% | +47.0% | +35.6% | +38.9% |
| 10Y | +320.3% | +139.9% | +180.4% | +137.9% |
| All | +586.8% | +137.7% | +449.1% | +277.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling