+145.6%
IEMG vs XLB
+277.6%
-132.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.7% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +4.6% | -1.7% | +6.4% | +5.8% |
| 3M | +5.5% | +4.4% | +1.2% | +2.1% |
| 6M | +19.7% | +5.0% | +14.7% | +15.5% |
| YTD | +25.5% | +15.5% | +10.0% | +13.3% |
| 1Y | +35.5% | +14.9% | +20.6% | +22.4% |
| 3Y | +88.0% | +34.5% | +53.4% | +50.6% |
| 5Y | +50.6% | +36.5% | +14.0% | +17.6% |
| 10Y | +138.4% | +159.6% | -21.3% | +9.9% |
| All | +145.6% | +277.6% | -132.0% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling