+140.8%
IEMG vs XHB
+215.4%
-74.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -1.3% | -4.6% | +3.3% | +0.7% |
| 30D | +1.9% | -9.1% | +11.0% | +6.1% |
| 3M | +1.4% | -8.6% | +10.0% | +5.0% |
| 6M | +15.2% | -4.0% | +19.2% | +16.7% |
| YTD | +23.8% | -3.9% | +27.8% | +25.0% |
| 1Y | +30.7% | -16.5% | +47.1% | +39.6% |
| 3Y | +83.3% | +22.6% | +60.7% | +60.2% |
| 5Y | +48.8% | +33.9% | +14.8% | +21.7% |
| All | +140.8% | +215.4% | -74.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling