+30.7%
IEMG vs XRT
-1.4%
+32.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -1.3% | -3.2% | +1.9% | 0.0% |
| 30D | +1.9% | -4.5% | +6.4% | +3.8% |
| 3M | +1.4% | -3.1% | +4.5% | +2.2% |
| 6M | +15.2% | +4.2% | +10.9% | +11.4% |
| YTD | +23.8% | -0.1% | +23.9% | +21.4% |
| 1Y | +30.7% | -3.0% | +33.7% | +28.8% |
| All | +30.7% | -1.4% | +32.1% | +28.8% |
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