+83.3%
IEMG vs VSXY
+352.7%
-269.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.9% | -18.7% | +20.6% | +3.2% |
| 3M | +1.4% | -4.0% | +5.4% | +1.4% |
| 6M | +15.2% | +67.5% | -52.3% | +10.2% |
| YTD | +23.8% | +39.7% | -15.8% | +19.5% |
| 1Y | +30.7% | +180.0% | -149.3% | +20.3% |
| 3Y | +83.3% | +337.3% | -254.0% | +62.4% |
| All | +83.3% | +352.7% | -269.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling