+226.0%
XLE vs IEMG
+45.7%
+180.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +0.5% | -0.9% | +1.3% | +0.8% |
| 30D | +6.6% | +2.1% | +4.4% | +5.7% |
| 3M | +12.3% | +4.6% | +7.7% | +9.5% |
| 6M | +18.4% | +14.0% | +4.3% | +9.5% |
| YTD | +47.2% | +22.3% | +24.9% | +30.5% |
| 1Y | +50.3% | +30.7% | +19.6% | +28.2% |
| 3Y | +55.3% | +83.2% | -27.9% | +7.9% |
| 5Y | +226.0% | +47.0% | +179.0% | +156.7% |
| All | +226.0% | +45.7% | +180.2% | +156.7% |
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 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