+134.0%
IEMG vs EXPD
+336.9%
-203.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | +5.3% | +3.6% | +1.7% | +4.1% |
| 30D | -7.2% | +0.3% | -7.5% | -7.3% |
| 3M | -8.1% | +6.1% | -14.2% | -10.0% |
| 6M | -6.7% | +27.4% | -34.1% | -14.2% |
| YTD | +11.6% | +32.0% | -20.3% | +0.3% |
| 1Y | +11.4% | +40.5% | -29.1% | -2.3% |
| 3Y | +69.3% | +75.7% | -6.4% | +33.6% |
| 5Y | +34.9% | +61.7% | -26.8% | +7.8% |
| All | +134.0% | +336.9% | -203.0% | +25.6% |
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