+38.3%
IEMG vs XPO
+53.4%
-15.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.9% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | +4.6% | -3.5% | +8.2% | +5.2% |
| 3M | +0.4% | -11.9% | +12.3% | +2.4% |
| 6M | +16.4% | -10.0% | +26.3% | +17.0% |
| YTD | +25.4% | +42.1% | -16.6% | +22.0% |
| 1Y | +38.3% | +47.6% | -9.3% | +35.3% |
| All | +38.3% | +53.4% | -15.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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