+13.9%
IEMG vs MXL
+276.5%
-262.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.1% | +12.0% | +1.9% |
| 7D | -3.1% | -24.3% | +21.3% | -0.8% |
| 30D | -10.3% | -46.1% | +35.8% | -5.9% |
| 3M | -6.6% | -21.8% | +15.2% | -5.5% |
| 6M | -3.9% | -27.2% | +23.4% | -3.0% |
| YTD | +12.4% | +226.2% | -213.8% | -6.3% |
| 1Y | +13.9% | +297.0% | -283.1% | -7.7% |
| All | +13.9% | +276.5% | -262.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling