+50.6%
IEMG vs EXPD
+60.9%
-10.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | +4.6% | +4.1% | +0.6% | +3.7% |
| 3M | +5.5% | +13.8% | -8.3% | +2.3% |
| 6M | +19.7% | +27.3% | -7.6% | +12.8% |
| YTD | +25.5% | +25.4% | +0.1% | +18.0% |
| 1Y | +35.5% | +54.4% | -18.9% | +20.2% |
| 3Y | +88.0% | +67.9% | +20.1% | +60.2% |
| 5Y | +50.6% | +59.2% | -8.6% | +26.0% |
| All | +50.6% | +60.9% | -10.3% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling