+13.9%
IEMG vs XYL
-30.7%
+44.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.4% |
| 7D | -3.1% | +14.5% | -17.6% | -4.4% |
| 30D | -10.3% | -1.3% | -9.0% | -10.6% |
| 3M | -6.6% | -17.0% | +10.4% | -3.4% |
| 6M | -3.9% | -11.3% | +7.5% | -3.0% |
| YTD | +12.4% | -25.0% | +37.3% | +15.3% |
| 1Y | +13.9% | -31.5% | +45.4% | +19.4% |
| All | +13.9% | -30.7% | +44.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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