+116.5%
IEMG vs QLD
+4,494.1%
-4,377.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -0.7% | -3.8% | +3.1% | +0.5% |
| 30D | -9.4% | -20.5% | +11.2% | -2.2% |
| 3M | -7.3% | -14.6% | +7.4% | -2.5% |
| 6M | -10.4% | -14.7% | +4.2% | -6.0% |
| YTD | +10.6% | +11.2% | -0.6% | +6.0% |
| 1Y | +10.5% | +7.1% | +3.4% | +7.0% |
| 3Y | +67.7% | +141.1% | -73.4% | +18.0% |
| 5Y | +36.2% | +84.3% | -48.1% | -1.9% |
| 10Y | +125.6% | +1,450.1% | -1,324.5% | -39.3% |
| All | +116.5% | +4,494.1% | -4,377.7% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling