+162.5%
IEMG vs XYZ
+607.2%
-444.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -0.5% |
| 30D | +1.9% | +1.2% | +0.7% | +1.6% |
| 3M | +1.4% | +14.6% | -13.2% | -1.3% |
| 6M | +15.2% | +22.6% | -7.4% | +10.6% |
| YTD | +23.8% | +21.7% | +2.1% | +18.3% |
| 1Y | +30.7% | +6.7% | +23.9% | +27.2% |
| 3Y | +83.3% | +46.8% | +36.4% | +60.9% |
| 5Y | +48.8% | -68.0% | +116.8% | +60.8% |
| 10Y | +142.8% | +602.8% | -460.1% | +48.2% |
| All | +162.5% | +607.2% | -444.7% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling