+83.3%
IEMG vs XYZ
+46.8%
+36.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -0.7% |
| 30D | +1.9% | +1.2% | +0.7% | +1.7% |
| 3M | +1.4% | +14.6% | -13.2% | -0.8% |
| 6M | +15.2% | +22.6% | -7.4% | +11.5% |
| YTD | +23.8% | +21.7% | +2.1% | +19.6% |
| 1Y | +30.7% | +6.7% | +23.9% | +28.1% |
| 3Y | +83.3% | +46.8% | +36.4% | +62.7% |
| All | +83.3% | +46.8% | +36.5% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling