+140.8%
IEMG vs XLB
+163.8%
-23.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.3% | -2.8% | +1.6% | +0.6% |
| 30D | +1.9% | -3.1% | +5.0% | +4.0% |
| 3M | +1.4% | -0.2% | +1.6% | +1.2% |
| 6M | +15.2% | +3.1% | +12.1% | +12.7% |
| YTD | +23.8% | +13.3% | +10.6% | +13.7% |
| 1Y | +30.7% | +12.0% | +18.6% | +20.6% |
| 3Y | +83.3% | +31.4% | +51.9% | +50.5% |
| 5Y | +48.8% | +33.9% | +14.8% | +19.0% |
| All | +140.8% | +163.8% | -23.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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