+145.4%
IEMG vs QLD
+5,225.9%
-5,080.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 6M | +16.4% | +32.2% | -15.9% | +5.6% |
| YTD | +25.4% | +28.9% | -3.5% | +14.6% |
| 1Y | +38.3% | +43.8% | -5.6% | +21.4% |
| 3Y | +84.1% | +176.6% | -92.5% | +23.6% |
| 5Y | +49.0% | +121.6% | -72.6% | +0.7% |
| 10Y | +141.8% | +1,652.9% | -1,511.1% | -37.3% |
| All | +145.4% | +5,225.9% | -5,080.4% | -60.2% |
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