+38.3%
IEMG vs EXEL
+59.2%
-21.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +2.2% | +8.4% | -6.1% | +1.3% |
| 30D | +4.6% | +4.1% | +0.5% | +4.1% |
| 3M | +0.4% | +12.4% | -12.1% | -1.1% |
| 6M | +16.4% | +41.5% | -25.2% | +11.4% |
| YTD | +25.4% | +34.6% | -9.2% | +20.4% |
| 1Y | +38.3% | +57.9% | -19.6% | +31.5% |
| All | +38.3% | +59.2% | -21.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling