+139.4%
IEMG vs XHB
+314.5%
-175.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.0% |
| 7D | -0.9% | -5.2% | +4.4% | +1.5% |
| 30D | +2.1% | -12.1% | +14.3% | +8.1% |
| 3M | +4.6% | -6.2% | +10.8% | +7.3% |
| 6M | +14.0% | -6.7% | +20.7% | +17.1% |
| YTD | +22.3% | -5.5% | +27.8% | +24.5% |
| 1Y | +30.7% | -15.6% | +46.3% | +39.4% |
| 3Y | +83.2% | +22.0% | +61.2% | +59.3% |
| 5Y | +47.0% | +31.8% | +15.1% | +19.8% |
| 10Y | +139.9% | +208.1% | -68.2% | +18.2% |
| All | +139.4% | +314.5% | -175.2% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling