+4,921.3%
SOXL vs IEMG
+145.8%
+4,775.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +0.8% |
| 7D | +3.9% | -1.3% | +5.2% | +9.2% |
| 30D | -14.3% | +1.9% | -16.2% | -18.5% |
| 3M | -45.6% | +1.4% | -47.0% | -36.6% |
| 6M | +117.2% | +15.2% | +102.0% | +91.1% |
| YTD | +189.8% | +23.8% | +166.0% | +108.1% |
| 1Y | +317.7% | +30.7% | +287.1% | +169.6% |
| 3Y | +478.6% | +83.3% | +395.3% | +72.5% |
| 5Y | +169.5% | +48.8% | +120.7% | +133.9% |
| All | +4,921.3% | +145.8% | +4,775.5% | +3,043.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling