+69.5%
T vs IEMG
+48.5%
+21.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +1.5% | -1.3% | +2.8% | +1.6% |
| 30D | +7.5% | +1.9% | +5.6% | +7.3% |
| 3M | +14.8% | +1.4% | +13.4% | +14.5% |
| 6M | -1.7% | +15.2% | -16.9% | -4.2% |
| YTD | +8.7% | +23.8% | -15.1% | +4.0% |
| 1Y | -7.5% | +30.7% | -38.1% | -12.6% |
| 3Y | +110.2% | +83.3% | +27.0% | +78.2% |
| All | +69.5% | +48.5% | +21.0% | +52.3% |
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 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