+244.9%
CVX vs IEMG
+137.7%
+107.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.8% |
| 7D | +0.7% | -0.9% | +1.5% | +1.2% |
| 30D | +9.1% | +2.1% | +7.0% | +7.5% |
| 3M | +13.1% | +4.6% | +8.5% | +8.1% |
| 6M | +16.3% | +14.0% | +2.2% | +2.3% |
| YTD | +43.5% | +22.3% | +21.2% | +19.3% |
| 1Y | +40.2% | +30.7% | +9.5% | +10.6% |
| 3Y | +44.2% | +83.2% | -39.0% | -13.4% |
| 5Y | +170.6% | +47.0% | +123.6% | +90.1% |
| 10Y | +220.3% | +139.9% | +80.5% | +50.3% |
| All | +244.9% | +137.7% | +107.2% | +53.1% |
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 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