+379.1%
V vs IEMG
+145.8%
+233.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.4% |
| 30D | +3.1% | +1.9% | +1.2% | +1.7% |
| 3M | +16.3% | +1.4% | +14.9% | +13.9% |
| 6M | +20.4% | +15.2% | +5.2% | +6.2% |
| YTD | +6.3% | +23.8% | -17.6% | -11.4% |
| 1Y | +8.7% | +30.7% | -21.9% | -13.2% |
| 3Y | +53.3% | +83.3% | -30.0% | -7.1% |
| 5Y | +71.1% | +48.8% | +22.3% | +21.7% |
| All | +379.1% | +145.8% | +233.3% | +133.4% |
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