+48.3%
IEMG vs EXEL
+180.6%
-132.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | +1.9% | +11.4% | -9.5% | +0.7% |
| 3M | +1.4% | +4.9% | -3.5% | +0.7% |
| 6M | +15.2% | +34.4% | -19.2% | +11.1% |
| YTD | +23.8% | +28.0% | -4.2% | +19.9% |
| 1Y | +30.7% | +43.6% | -13.0% | +24.7% |
| 3Y | +83.3% | +155.2% | -71.9% | +59.6% |
| All | +48.3% | +180.6% | -132.3% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling