+68.5%
IEMG vs XRT
+58.7%
+9.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.7% | +1.7% | +1.0% | +2.1% |
| 30D | -5.7% | +7.5% | -13.2% | -8.3% |
| 3M | -8.8% | +2.2% | -11.0% | -9.7% |
| 6M | -8.9% | +14.7% | -23.6% | -13.9% |
| YTD | +11.2% | +7.5% | +3.7% | +7.5% |
| 1Y | +12.2% | +14.1% | -1.9% | +6.1% |
| 3Y | +68.5% | +58.8% | +9.8% | +40.2% |
| All | +68.5% | +58.7% | +9.9% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling