+116.5%
IEMG vs EXPD
+526.5%
-410.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.7% | -7.4% | +6.7% | +2.0% |
| 30D | -9.4% | -2.1% | -7.3% | -8.7% |
| 3M | -7.3% | +5.7% | -13.0% | -9.2% |
| 6M | -10.4% | +21.4% | -31.8% | -16.7% |
| YTD | +10.6% | +27.6% | -17.0% | -0.2% |
| 1Y | +10.5% | +36.1% | -25.6% | -2.8% |
| 3Y | +67.7% | +69.9% | -2.1% | +32.2% |
| 5Y | +36.2% | +59.7% | -23.5% | +7.6% |
| 10Y | +125.6% | +323.0% | -197.4% | +11.1% |
| All | +116.5% | +526.5% | -410.0% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling