+140.8%
IEMG vs XPO
+1,516.3%
-1,375.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -5.7% | +4.4% | -0.2% |
| 30D | +1.9% | -12.8% | +14.7% | +4.7% |
| 3M | +1.4% | -20.0% | +21.4% | +5.7% |
| 6M | +15.2% | -6.0% | +21.2% | +16.1% |
| YTD | +23.8% | +34.0% | -10.2% | +15.8% |
| 1Y | +30.7% | +35.6% | -4.9% | +21.2% |
| 3Y | +83.3% | +152.3% | -69.0% | +42.9% |
| 5Y | +48.8% | +264.4% | -215.6% | +2.1% |
| All | +140.8% | +1,516.3% | -1,375.5% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling