+111.8%
IEMG vs QLD
+4,253.9%
-4,142.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -9.0% | -17.8% | +8.8% | -3.0% |
| 6M | -11.8% | -15.6% | +3.7% | -7.0% |
| YTD | +8.3% | +5.4% | +2.9% | +5.7% |
| 1Y | +9.6% | +5.2% | +4.4% | +6.9% |
| 3Y | +62.3% | +139.4% | -77.2% | +14.4% |
| 5Y | +33.5% | +66.7% | -33.2% | -0.3% |
| 10Y | +116.7% | +1,422.1% | -1,305.4% | -41.5% |
| All | +111.8% | +4,253.9% | -4,142.0% | -63.3% |
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