+47.0%
IEMG vs XLB
+32.8%
+14.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.2% |
| 7D | -0.9% | -3.5% | +2.7% | +1.4% |
| 30D | +2.1% | -4.7% | +6.8% | +5.2% |
| 3M | +4.6% | +2.7% | +1.9% | +2.5% |
| 6M | +14.0% | +2.6% | +11.4% | +12.1% |
| YTD | +22.3% | +12.8% | +9.5% | +13.3% |
| 1Y | +30.7% | +14.0% | +16.7% | +20.1% |
| 3Y | +83.2% | +31.5% | +51.7% | +52.7% |
| 5Y | +47.0% | +33.4% | +13.6% | +20.0% |
| All | +47.0% | +32.8% | +14.2% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling