+119.2%
ORLY vs IEMG
+48.5%
+70.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -6.8% | +1.9% | -8.7% | -7.0% |
| 3M | -4.8% | +1.4% | -6.2% | -5.1% |
| 6M | -9.1% | +15.2% | -24.2% | -11.7% |
| YTD | -5.9% | +23.8% | -29.7% | -9.9% |
| 1Y | -20.4% | +30.7% | -51.1% | -24.6% |
| 3Y | +36.6% | +83.3% | -46.7% | +18.6% |
| All | +119.2% | +48.5% | +70.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 5y: compounded portfolio wealth divided by compounded IEMG 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…
5y analysis · Full analysis span regression · 6 months rolling