-35.7%
U vs IEMG
+80.9%
-116.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +2.5% |
| 7D | +5.5% | -1.3% | +6.8% | +7.7% |
| 30D | -1.3% | +1.9% | -3.2% | -4.8% |
| 3M | +64.6% | +1.4% | +63.2% | +56.2% |
| 6M | +119.4% | +15.2% | +104.2% | +60.1% |
| YTD | -0.5% | +23.8% | -24.3% | -37.9% |
| 1Y | +1.3% | +30.7% | -29.4% | -42.8% |
| 3Y | +15.6% | +83.3% | -67.7% | -65.6% |
| 5Y | -67.5% | +48.8% | -116.2% | -85.6% |
| All | -35.7% | +80.9% | -116.5% | -75.2% |
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