+145.4%
IEMG vs EXPD
+525.2%
-379.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +2.2% | -1.1% | +3.4% | +2.6% |
| 30D | +4.6% | +4.1% | +0.5% | +3.1% |
| 3M | +0.4% | +17.9% | -17.5% | -5.5% |
| 6M | +16.4% | +29.2% | -12.9% | +5.5% |
| YTD | +25.4% | +27.4% | -1.9% | +13.4% |
| 1Y | +38.3% | +56.8% | -18.6% | +14.8% |
| 3Y | +84.1% | +68.0% | +16.0% | +45.8% |
| 5Y | +49.0% | +61.9% | -12.9% | +16.7% |
| 10Y | +141.8% | +316.0% | -174.2% | +20.0% |
| All | +145.4% | +525.2% | -379.8% | +1.3% |
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