+62.3%
IEMG vs QLD
+140.3%
-78.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.2% |
| 7D | -2.8% | -10.3% | +7.5% | +0.8% |
| 30D | -12.0% | -26.1% | +14.1% | -2.5% |
| 3M | -9.0% | -17.8% | +8.8% | -2.9% |
| 6M | -11.8% | -15.6% | +3.7% | -6.8% |
| YTD | +8.3% | +5.4% | +2.9% | +6.8% |
| 1Y | +9.6% | +5.2% | +4.4% | +8.0% |
| 3Y | +62.3% | +139.4% | -77.2% | +20.5% |
| All | +62.3% | +140.3% | -78.1% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling