+145.6%
IEMG vs XRT
+234.0%
-88.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +1.0% |
| 7D | +2.8% | -0.3% | +3.0% | +2.9% |
| 30D | +4.6% | -5.6% | +10.3% | +7.1% |
| 3M | +5.5% | +2.5% | +3.0% | +4.1% |
| 6M | +19.7% | +3.7% | +16.0% | +17.6% |
| YTD | +25.5% | +1.0% | +24.5% | +24.6% |
| 1Y | +35.5% | -1.2% | +36.7% | +35.4% |
| 3Y | +88.0% | +43.4% | +44.6% | +57.4% |
| 5Y | +50.6% | -0.7% | +51.3% | +43.9% |
| 10Y | +138.4% | +123.7% | +14.7% | +33.9% |
| All | +145.6% | +234.0% | -88.4% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling