+13.9%
IEMG vs XYZ
+19.9%
-6.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +15.3% | -14.4% | -1.5% |
| 7D | -3.1% | +16.5% | -19.6% | -5.6% |
| 30D | -10.3% | +15.0% | -25.3% | -12.5% |
| 3M | -6.6% | +3.5% | -10.1% | -7.4% |
| 6M | -3.9% | +21.9% | -25.7% | -7.7% |
| YTD | +12.4% | +34.6% | -22.2% | +6.2% |
| 1Y | +13.9% | +20.7% | -6.8% | +8.4% |
| All | +13.9% | +19.9% | -6.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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