+13.9%
IEMG vs XME
+5.2%
+8.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | -3.1% | -5.5% | +2.4% | -0.6% |
| 30D | -10.3% | -11.1% | +0.8% | -5.6% |
| 3M | -6.6% | -11.1% | +4.5% | -2.1% |
| 6M | -3.9% | -18.0% | +14.1% | +4.4% |
| YTD | +12.4% | -7.4% | +19.8% | +17.6% |
| 1Y | +13.9% | +6.7% | +7.2% | +15.5% |
| All | +13.9% | +5.2% | +8.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling