+82.0%
USO vs IEMG
+145.8%
-63.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.7% |
| 7D | +9.1% | -1.3% | +10.4% | +9.6% |
| 30D | +21.7% | +1.9% | +19.8% | +20.6% |
| 3M | +20.2% | +1.4% | +18.8% | +18.7% |
| 6M | +43.4% | +15.2% | +28.2% | +30.7% |
| YTD | +124.0% | +23.8% | +100.2% | +94.9% |
| 1Y | +112.2% | +30.7% | +81.5% | +79.0% |
| 3Y | +97.7% | +83.3% | +14.4% | +35.0% |
| 5Y | +217.4% | +48.8% | +168.7% | +143.6% |
| All | +82.0% | +145.8% | -63.8% | +1.7% |
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