+38.3%
IEMG vs XRT
+3.4%
+34.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +4.6% | -4.2% | +8.8% | +6.5% |
| 3M | +0.4% | +5.1% | -4.7% | -2.7% |
| 6M | +16.4% | +2.4% | +13.9% | +13.0% |
| YTD | +25.4% | +3.2% | +22.2% | +21.4% |
| 1Y | +38.3% | +1.5% | +36.8% | +34.3% |
| All | +38.3% | +3.4% | +34.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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