+144.3%
IEMG vs XPO
+4,155.1%
-4,010.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +4.6% | -8.1% | +12.7% | +6.2% |
| 3M | +4.8% | -19.0% | +23.9% | +8.7% |
| 6M | +16.8% | -5.2% | +22.0% | +17.5% |
| YTD | +24.8% | +35.6% | -10.7% | +17.3% |
| 1Y | +34.3% | +41.1% | -6.8% | +24.6% |
| 3Y | +87.0% | +157.9% | -71.0% | +49.5% |
| 5Y | +49.9% | +265.6% | -215.7% | +7.8% |
| 10Y | +144.8% | +1,516.8% | -1,372.0% | +31.1% |
| All | +144.3% | +4,155.1% | -4,010.8% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling