+167.0%
CVX vs IEMG
+48.5%
+118.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +2.6% | -1.3% | +3.9% | +2.9% |
| 30D | +9.8% | +1.9% | +7.9% | +9.3% |
| 3M | +16.2% | +1.4% | +14.8% | +15.3% |
| 6M | +13.6% | +15.2% | -1.6% | +6.8% |
| YTD | +44.4% | +23.8% | +20.5% | +30.8% |
| 1Y | +40.6% | +30.7% | +9.9% | +24.1% |
| 3Y | +48.2% | +83.3% | -35.1% | +10.6% |
| All | +167.0% | +48.5% | +118.5% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling