+102.2%
USO vs IEMG
+13.6%
+88.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.9% | -9.0% | -7.4% |
| 7D | -12.7% | -3.1% | -9.6% | -14.7% |
| 30D | +1.0% | -10.3% | +11.3% | -7.2% |
| 3M | +25.6% | -6.6% | +32.2% | +19.8% |
| 6M | -1.5% | -3.9% | +2.4% | +0.7% |
| YTD | +110.3% | +12.4% | +97.9% | +136.3% |
| 1Y | +102.2% | +13.9% | +88.3% | +126.3% |
| All | +102.2% | +13.6% | +88.5% | +126.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling