+142.3%
IEMG vs QXO
-51.8%
+194.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -7.8% | +6.5% | -1.2% |
| 30D | +1.9% | -18.1% | +20.0% | +2.1% |
| 3M | +1.4% | -25.8% | +27.2% | +1.6% |
| 6M | +15.2% | -41.7% | +56.9% | +15.6% |
| YTD | +23.8% | -36.2% | +60.0% | +24.2% |
| 1Y | +30.7% | -42.1% | +72.8% | +31.1% |
| 3Y | +83.3% | -46.2% | +129.4% | +80.8% |
| 5Y | +48.8% | -70.7% | +119.5% | +46.8% |
| 10Y | +142.8% | +36.5% | +106.2% | +136.7% |
| All | +142.3% | -51.8% | +194.1% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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