+81.1%
IEMG vs EXEL
+160.7%
-79.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -0.9% | -2.9% | +2.0% | -0.6% |
| 30D | +2.1% | +11.9% | -9.8% | +1.2% |
| 3M | +4.6% | +9.2% | -4.6% | +3.7% |
| 6M | +14.0% | +39.1% | -25.0% | +10.9% |
| YTD | +22.3% | +31.0% | -8.7% | +19.3% |
| 1Y | +30.7% | +52.3% | -21.7% | +26.1% |
| All | +81.1% | +160.7% | -79.6% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling