+48.3%
IEMG vs MXL
+40.1%
+8.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | +0.4% |
| 7D | -1.3% | +18.9% | -20.1% | -3.1% |
| 30D | +1.9% | +0.3% | +1.6% | +1.5% |
| 3M | +1.4% | -8.0% | +9.5% | +0.5% |
| 6M | +15.2% | +341.2% | -326.1% | -7.4% |
| YTD | +23.8% | +327.8% | -304.0% | -0.4% |
| 1Y | +30.7% | +364.9% | -334.2% | +3.4% |
| 3Y | +83.3% | +229.2% | -145.9% | +41.0% |
| All | +48.3% | +40.1% | +8.2% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling