+318.0%
SPYM vs IEMG
+145.8%
+172.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | 0.0% |
| 7D | -0.8% | -1.3% | +0.5% | +0.1% |
| 30D | -1.1% | +1.9% | -3.0% | -2.4% |
| 3M | +3.9% | +1.4% | +2.5% | +2.3% |
| 6M | +13.6% | +15.2% | -1.5% | +1.7% |
| YTD | +12.7% | +23.8% | -11.1% | -4.3% |
| 1Y | +17.6% | +30.7% | -13.1% | -4.0% |
| 3Y | +77.2% | +83.3% | -6.0% | +13.2% |
| 5Y | +84.1% | +48.8% | +35.4% | +35.1% |
| All | +318.0% | +145.8% | +172.2% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling