-7.5%
T vs IEMG
+31.6%
-39.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +2.3% |
| 7D | +1.5% | -1.3% | +2.8% | +1.1% |
| 30D | +7.5% | +1.9% | +5.6% | +8.0% |
| 3M | +14.8% | +1.4% | +13.4% | +15.5% |
| 6M | -1.7% | +15.2% | -16.9% | +2.1% |
| YTD | +8.7% | +23.8% | -15.1% | +14.4% |
| 1Y | -7.5% | +30.7% | -38.1% | -0.3% |
| All | -7.5% | +31.6% | -39.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling