+48.2%
CVX vs IEMG
+83.7%
-35.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +2.6% | -1.3% | +3.9% | +2.7% |
| 30D | +9.8% | +1.9% | +7.9% | +9.6% |
| 3M | +16.2% | +1.4% | +14.8% | +15.9% |
| 6M | +13.6% | +15.2% | -1.6% | +9.3% |
| YTD | +44.4% | +23.8% | +20.5% | +34.0% |
| 1Y | +40.6% | +30.7% | +9.9% | +27.2% |
| 3Y | +48.2% | +83.3% | -35.1% | +14.3% |
| All | +48.2% | +83.7% | -35.5% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling