-11.8%
IEMG vs QLD
-13.7%
+1.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +0.8% |
| 7D | -2.8% | -10.3% | +7.5% | +2.5% |
| 30D | -12.0% | -26.1% | +14.1% | +3.0% |
| 3M | -9.0% | -17.8% | +8.8% | +0.1% |
| 6M | -11.8% | -15.6% | +3.7% | -7.0% |
| All | -11.8% | -13.7% | +1.8% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling