+139.4%
IEMG vs XYL
+425.3%
-285.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -0.9% | -1.2% | +0.4% | -0.4% |
| 30D | +2.1% | -13.2% | +15.3% | +7.6% |
| 3M | +4.6% | -0.2% | +4.8% | +4.1% |
| 6M | +14.0% | -12.5% | +26.5% | +19.3% |
| YTD | +22.3% | -20.9% | +43.2% | +32.4% |
| 1Y | +30.7% | -21.6% | +52.2% | +41.8% |
| 3Y | +83.2% | +16.1% | +67.1% | +67.1% |
| 5Y | +47.0% | -15.6% | +62.6% | +48.7% |
| 10Y | +139.9% | +147.7% | -7.8% | +48.1% |
| All | +139.4% | +425.3% | -285.9% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling