+35.5%
IEMG vs QLD
+42.1%
-6.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +2.8% | +3.0% | -0.2% | +1.2% |
| 30D | +4.6% | -1.8% | +6.5% | +5.6% |
| 3M | +5.5% | -1.8% | +7.3% | +5.9% |
| 6M | +19.7% | +36.9% | -17.2% | +2.9% |
| YTD | +25.5% | +28.7% | -3.2% | +10.1% |
| 1Y | +35.5% | +41.9% | -6.4% | +16.6% |
| All | +35.5% | +42.1% | -6.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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