+211.9%
TER vs IEMG
+45.7%
+166.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -0.2% |
| 7D | +9.4% | -0.9% | +10.2% | +11.0% |
| 30D | -2.4% | +2.1% | -4.5% | -5.3% |
| 3M | +6.5% | +4.6% | +1.9% | +3.0% |
| 6M | +23.2% | +14.0% | +9.1% | +6.6% |
| YTD | +91.5% | +22.3% | +69.1% | +51.4% |
| 1Y | +214.8% | +30.7% | +184.1% | +128.9% |
| 3Y | +275.3% | +83.2% | +192.1% | +74.2% |
| 5Y | +211.9% | +47.0% | +164.9% | +94.1% |
| All | +211.9% | +45.7% | +166.2% | +94.1% |
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