+1,443.5%
XLK vs IEMG
+140.6%
+1,302.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.3% |
| 7D | +0.2% | -1.3% | +1.5% | +1.3% |
| 30D | -0.6% | +1.9% | -2.5% | -2.2% |
| 3M | +2.6% | +1.4% | +1.1% | +1.5% |
| 6M | +34.0% | +15.2% | +18.8% | +19.4% |
| YTD | +30.7% | +23.8% | +6.8% | +9.6% |
| 1Y | +39.2% | +30.7% | +8.5% | +11.9% |
| 3Y | +120.4% | +83.3% | +37.1% | +35.4% |
| 5Y | +148.8% | +48.8% | +100.0% | +79.5% |
| 10Y | +803.3% | +142.8% | +660.5% | +361.9% |
| All | +1,443.5% | +140.6% | +1,302.9% | +662.8% |
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