+40.4%
IEMG vs EXE
+182.2%
-141.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | -1.3% | -3.1% | +1.9% | -0.9% |
| 30D | +1.9% | -0.9% | +2.8% | +2.0% |
| 3M | +1.4% | +9.6% | -8.1% | 0.0% |
| 6M | +15.2% | -11.6% | +26.8% | +16.8% |
| YTD | +23.8% | -12.6% | +36.4% | +25.5% |
| 1Y | +30.7% | +1.2% | +29.5% | +29.3% |
| 3Y | +83.3% | +18.0% | +65.2% | +75.5% |
| 5Y | +48.8% | +101.1% | -52.3% | +31.2% |
| All | +40.4% | +182.2% | -141.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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