+1,475.6%
ORLY vs IEMG
+140.6%
+1,335.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -6.8% | +1.9% | -8.7% | -7.5% |
| 3M | -4.8% | +1.4% | -6.2% | -6.0% |
| 6M | -9.1% | +15.2% | -24.2% | -15.7% |
| YTD | -5.9% | +23.8% | -29.7% | -15.7% |
| 1Y | -20.4% | +30.7% | -51.1% | -30.6% |
| 3Y | +36.6% | +83.3% | -46.7% | -0.1% |
| 5Y | +117.3% | +48.8% | +68.6% | +74.9% |
| 10Y | +362.7% | +142.8% | +219.9% | +180.2% |
| All | +1,475.6% | +140.6% | +1,335.1% | +825.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling