+144.8%
IEMG vs EXPD
+316.4%
-171.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | +1.6% | +1.2% | +0.5% | +1.2% |
| 30D | +4.6% | +5.2% | -0.6% | +2.9% |
| 3M | +4.8% | +13.2% | -8.4% | +0.4% |
| 6M | +16.8% | +30.3% | -13.5% | +6.3% |
| YTD | +24.8% | +27.0% | -2.2% | +13.7% |
| 1Y | +34.3% | +57.3% | -23.0% | +12.6% |
| 3Y | +87.0% | +70.0% | +17.0% | +49.2% |
| 5Y | +49.9% | +61.6% | -11.7% | +19.1% |
| 10Y | +144.8% | +321.1% | -176.3% | +30.5% |
| All | +144.8% | +316.4% | -171.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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