+278.4%
TER vs IEMG
+81.5%
+196.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | +0.2% |
| 7D | +9.4% | -0.9% | +10.2% | +11.2% |
| 30D | -2.4% | +2.1% | -4.5% | -5.7% |
| 3M | +6.5% | +4.6% | +1.9% | +2.3% |
| 6M | +23.2% | +14.0% | +9.1% | +4.2% |
| YTD | +91.5% | +22.3% | +69.1% | +46.3% |
| 1Y | +214.8% | +30.7% | +184.1% | +119.7% |
| All | +278.4% | +81.5% | +196.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling