+139.4%
IEMG vs MXL
+1,011.2%
-871.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.6% |
| 7D | -0.9% | +16.6% | -17.5% | -2.9% |
| 30D | +2.1% | +0.5% | +1.7% | +1.6% |
| 3M | +4.6% | -3.6% | +8.2% | +2.6% |
| 6M | +14.0% | +328.0% | -314.0% | -13.8% |
| YTD | +22.3% | +297.8% | -275.5% | -6.9% |
| 1Y | +30.7% | +339.4% | -308.7% | -2.8% |
| 3Y | +83.2% | +201.7% | -118.5% | +32.4% |
| 5Y | +47.0% | +32.8% | +14.2% | +16.0% |
| 10Y | +139.9% | +274.8% | -134.9% | +44.2% |
| All | +139.4% | +1,011.2% | -871.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling