+140.8%
IEMG vs XOP
+58.6%
+82.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.9% |
| 30D | +1.9% | +9.6% | -7.7% | -0.2% |
| 3M | +1.4% | +20.4% | -18.9% | -3.0% |
| 6M | +15.2% | +19.9% | -4.7% | +9.5% |
| YTD | +23.8% | +56.4% | -32.6% | +10.3% |
| 1Y | +30.7% | +52.4% | -21.8% | +16.8% |
| 3Y | +83.3% | +39.9% | +43.4% | +64.8% |
| 5Y | +48.8% | +163.7% | -115.0% | +11.3% |
| All | +140.8% | +58.6% | +82.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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