+16.8%
IEMG vs XPO
+0.1%
+16.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +4.6% | -8.1% | +12.7% | +7.4% |
| 3M | +4.8% | -19.0% | +23.9% | +12.2% |
| 6M | +16.8% | -5.2% | +22.0% | +12.8% |
| All | +16.8% | +0.1% | +16.8% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling