+213.1%
USO vs IEMG
+48.5%
+164.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.1% |
| 30D | +21.7% | +1.9% | +19.8% | +21.6% |
| 3M | +20.2% | +1.4% | +18.8% | +20.3% |
| 6M | +43.4% | +15.2% | +28.2% | +40.6% |
| YTD | +124.0% | +23.8% | +100.2% | +113.3% |
| 1Y | +112.2% | +30.7% | +81.5% | +98.3% |
| 3Y | +97.7% | +83.3% | +14.4% | +61.9% |
| All | +213.1% | +48.5% | +164.5% | +178.3% |
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 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