+144.3%
IEMG vs XOP
+13.9%
+130.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +1.6% | +1.0% | +0.7% | +1.4% |
| 30D | +4.6% | +10.8% | -6.2% | +2.1% |
| 3M | +4.8% | +19.5% | -14.6% | +0.1% |
| 6M | +16.8% | +21.6% | -4.8% | +10.3% |
| YTD | +24.8% | +55.8% | -31.0% | +10.5% |
| 1Y | +34.3% | +54.6% | -20.3% | +18.9% |
| 3Y | +87.0% | +36.6% | +50.3% | +68.0% |
| 5Y | +49.9% | +160.6% | -110.7% | +10.7% |
| 10Y | +144.8% | +56.2% | +88.5% | +83.7% |
| All | +144.3% | +13.9% | +130.4% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling