+253.9%
XLI vs IEMG
+145.8%
+108.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | -7.3% | +1.9% | -9.2% | -8.5% |
| 3M | -1.3% | +1.4% | -2.8% | -2.8% |
| 6M | +2.2% | +15.2% | -12.9% | -8.2% |
| YTD | +11.7% | +23.8% | -12.1% | -4.8% |
| 1Y | +14.3% | +30.7% | -16.4% | -6.3% |
| 3Y | +70.3% | +83.3% | -12.9% | +9.5% |
| 5Y | +82.3% | +48.8% | +33.6% | +34.4% |
| All | +253.9% | +145.8% | +108.1% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling