+19.9%
XBI vs IEMG
+48.5%
-28.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.4% |
| 7D | -4.6% | -1.3% | -3.4% | -3.6% |
| 30D | -2.0% | +1.9% | -3.9% | -3.6% |
| 3M | +17.8% | +1.4% | +16.4% | +15.3% |
| 6M | +23.7% | +15.2% | +8.5% | +6.8% |
| YTD | +28.2% | +23.8% | +4.4% | +2.8% |
| 1Y | +64.0% | +30.7% | +33.3% | +24.4% |
| 3Y | +99.4% | +83.3% | +16.1% | +6.1% |
| All | +19.9% | +48.5% | -28.6% | -19.5% |
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