+198.2%
XLE vs IEMG
+143.9%
+54.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | 0.0% | +2.8% | -2.8% | -1.9% |
| 30D | +12.6% | +4.6% | +8.0% | +8.9% |
| 3M | +11.8% | +5.5% | +6.3% | +5.9% |
| 6M | +16.1% | +19.7% | -3.6% | -2.3% |
| YTD | +46.9% | +25.5% | +21.3% | +18.5% |
| 1Y | +53.3% | +35.5% | +17.7% | +16.1% |
| 3Y | +54.9% | +88.0% | -33.0% | -11.6% |
| 5Y | +225.7% | +50.6% | +175.1% | +120.8% |
| 10Y | +170.7% | +138.4% | +32.3% | +23.5% |
| All | +198.2% | +143.9% | +54.3% | +29.2% |
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