-37.8%
U vs IEMG
+82.3%
-120.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.4% |
| 7D | +4.4% | +1.6% | +2.8% | +1.7% |
| 30D | -1.3% | +4.6% | -5.9% | -8.8% |
| 3M | +49.6% | +4.8% | +44.7% | +33.8% |
| 6M | +100.2% | +16.8% | +83.4% | +42.5% |
| YTD | -3.7% | +24.8% | -28.5% | -40.7% |
| 1Y | -6.5% | +34.3% | -40.8% | -49.9% |
| 3Y | +12.9% | +87.0% | -74.1% | -67.6% |
| 5Y | -68.3% | +49.9% | -118.2% | -86.2% |
| All | -37.8% | +82.3% | -120.1% | -76.3% |
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