+1,851.9%
TER vs IEMG
+145.8%
+1,706.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +0.9% |
| 7D | +6.4% | -1.3% | +7.6% | +8.3% |
| 30D | -5.7% | +1.9% | -7.6% | -7.8% |
| 3M | -0.4% | +1.4% | -1.8% | +0.8% |
| 6M | +25.8% | +15.2% | +10.7% | +10.4% |
| YTD | +96.4% | +23.8% | +72.6% | +58.9% |
| 1Y | +229.2% | +30.7% | +198.6% | +151.5% |
| 3Y | +288.1% | +83.3% | +204.8% | +99.9% |
| 5Y | +219.9% | +48.8% | +171.2% | +114.5% |
| All | +1,851.9% | +145.8% | +1,706.1% | +800.9% |
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