+88.2%
IEMG vs QLD
+188.2%
-100.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.5% |
| 7D | +2.2% | +0.6% | +1.7% | +2.0% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | +0.4% | -8.4% | +8.7% | +2.9% |
| 6M | +16.4% | +32.2% | -15.9% | +6.7% |
| YTD | +25.4% | +28.9% | -3.5% | +15.7% |
| 1Y | +38.3% | +43.8% | -5.6% | +23.5% |
| All | +88.2% | +188.2% | -100.0% | +31.8% |
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