+67.7%
IEMG vs EXPD
+71.7%
-4.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.7% | -7.4% | +6.7% | +0.7% |
| 30D | -9.4% | -2.1% | -7.3% | -9.0% |
| 3M | -7.3% | +5.7% | -13.0% | -8.2% |
| 6M | -10.4% | +21.4% | -31.8% | -13.5% |
| YTD | +10.6% | +27.6% | -17.0% | +5.3% |
| 1Y | +10.5% | +36.1% | -25.6% | +3.7% |
| 3Y | +67.7% | +69.9% | -2.1% | +43.8% |
| All | +67.7% | +71.7% | -4.0% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling