+83.3%
IEMG vs XOP
+36.3%
+47.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.6% |
| 30D | +1.9% | +9.6% | -7.7% | +0.8% |
| 3M | +1.4% | +20.4% | -18.9% | -0.9% |
| 6M | +15.2% | +19.9% | -4.7% | +11.5% |
| YTD | +23.8% | +56.4% | -32.6% | +12.3% |
| 1Y | +30.7% | +52.4% | -21.8% | +19.0% |
| 3Y | +83.3% | +39.9% | +43.4% | +63.7% |
| All | +83.3% | +36.3% | +47.0% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling