+219.2%
CVX vs IEMG
+145.8%
+73.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | +2.6% | -1.3% | +3.9% | +3.4% |
| 30D | +9.8% | +1.9% | +7.9% | +8.3% |
| 3M | +16.2% | +1.4% | +14.8% | +13.6% |
| 6M | +13.6% | +15.2% | -1.6% | -0.7% |
| YTD | +44.4% | +23.8% | +20.5% | +18.7% |
| 1Y | +40.6% | +30.7% | +9.9% | +10.6% |
| 3Y | +48.2% | +83.3% | -35.1% | -12.4% |
| 5Y | +172.3% | +48.8% | +123.5% | +88.9% |
| All | +219.2% | +145.8% | +73.4% | +48.1% |
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