+1,892.9%
TER vs IEMG
+116.0%
+1,776.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.9% |
| 7D | +14.4% | +2.7% | +11.7% | +11.1% |
| 30D | -30.6% | -5.7% | -24.9% | -24.1% |
| 3M | -39.2% | -8.8% | -30.4% | -30.0% |
| 6M | -31.3% | -8.9% | -22.4% | -17.8% |
| YTD | +29.1% | +11.2% | +17.9% | +25.5% |
| 1Y | +47.4% | +12.2% | +35.2% | +42.4% |
| 3Y | +191.2% | +68.5% | +122.7% | +85.5% |
| 5Y | +74.0% | +34.3% | +39.6% | +43.1% |
| 10Y | +1,005.1% | +131.1% | +873.9% | +493.0% |
| All | +1,892.9% | +116.0% | +1,776.8% | +972.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling