+97.2%
IEMG vs XLC
+142.6%
-45.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.4% |
| 30D | +4.6% | +0.2% | +4.4% | +4.4% |
| 3M | +5.5% | +0.6% | +4.9% | +4.6% |
| 6M | +19.7% | -4.5% | +24.2% | +22.6% |
| YTD | +25.5% | -4.7% | +30.2% | +28.6% |
| 1Y | +35.5% | -1.7% | +37.2% | +36.1% |
| 3Y | +88.0% | +72.3% | +15.7% | +32.2% |
| 5Y | +50.6% | +37.8% | +12.8% | +22.4% |
| All | +97.2% | +142.6% | -45.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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