+1,094.8%
V vs IEMG
+143.9%
+950.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -1.1% | +2.8% | -3.9% | -2.8% |
| 30D | +1.9% | +4.6% | -2.8% | -1.1% |
| 3M | +15.5% | +5.5% | +10.0% | +10.3% |
| 6M | +16.6% | +19.7% | -3.1% | +0.8% |
| YTD | +5.7% | +25.5% | -19.8% | -11.9% |
| 1Y | +8.6% | +35.5% | -27.0% | -14.6% |
| 3Y | +52.5% | +88.0% | -35.5% | -6.5% |
| 5Y | +67.1% | +50.6% | +16.5% | +19.7% |
| 10Y | +376.8% | +138.4% | +238.4% | +142.1% |
| All | +1,094.8% | +143.9% | +950.9% | +485.2% |
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 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