+10.6%
XLK vs IEMG
+7.4%
+3.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.6% | -2.4% | -2.8% |
| 7D | -14.0% | -7.4% | -6.6% | -7.5% |
| 30D | -19.6% | -14.9% | -4.8% | -7.0% |
| 3M | -12.6% | -11.6% | -1.0% | -2.2% |
| 6M | -1.7% | -11.1% | +9.3% | +9.6% |
| YTD | +13.2% | +6.0% | +7.2% | +4.3% |
| 1Y | +10.6% | +6.5% | +4.1% | +1.4% |
| All | +10.6% | +7.4% | +3.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling