+142.3%
IEMG vs XEL
+323.2%
-181.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.9% | -3.9% | +5.9% | +2.9% |
| 3M | +1.4% | -2.8% | +4.2% | +1.9% |
| 6M | +15.2% | -5.4% | +20.6% | +16.3% |
| YTD | +23.8% | +3.8% | +20.1% | +22.0% |
| 1Y | +30.7% | +6.8% | +23.8% | +27.5% |
| 3Y | +83.3% | +45.6% | +37.7% | +62.0% |
| 5Y | +48.8% | +30.7% | +18.1% | +33.9% |
| 10Y | +142.8% | +151.7% | -8.9% | +71.3% |
| All | +142.3% | +323.2% | -181.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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