+64.3%
XLF vs IEMG
+48.5%
+15.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | -1.5% | -1.3% | -0.2% | -0.9% |
| 30D | -1.2% | +1.9% | -3.1% | -2.1% |
| 3M | +9.2% | +1.4% | +7.8% | +7.7% |
| 6M | +16.3% | +15.2% | +1.2% | +5.9% |
| YTD | +5.4% | +23.8% | -18.4% | -8.4% |
| 1Y | +7.6% | +30.7% | -23.1% | -9.8% |
| 3Y | +74.2% | +83.3% | -9.1% | +15.8% |
| All | +64.3% | +48.5% | +15.7% | +26.5% |
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