-37.4%
USO vs IEMG
+137.7%
-175.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +6.5% |
| 7D | +11.5% | -0.9% | +12.3% | +11.8% |
| 30D | +24.1% | +2.1% | +22.0% | +22.7% |
| 3M | +17.9% | +4.6% | +13.3% | +14.1% |
| 6M | +49.6% | +14.0% | +35.6% | +34.7% |
| YTD | +129.0% | +22.3% | +106.7% | +96.3% |
| 1Y | +112.0% | +30.7% | +81.3% | +74.4% |
| 3Y | +102.3% | +83.2% | +19.1% | +32.5% |
| 5Y | +224.5% | +47.0% | +177.6% | +141.7% |
| 10Y | +86.9% | +139.9% | -52.9% | -4.0% |
| All | -37.4% | +137.7% | -175.1% | -68.8% |
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