+106.2%
XLP vs IEMG
+140.4%
-34.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -2.9% | +1.6% | -4.5% | -3.4% |
| 30D | -2.2% | +4.6% | -6.9% | -3.6% |
| 3M | -0.6% | +4.8% | -5.4% | -2.6% |
| 6M | -2.2% | +16.8% | -19.0% | -8.2% |
| YTD | +8.3% | +24.8% | -16.6% | -0.9% |
| 1Y | +5.7% | +34.3% | -28.6% | -5.9% |
| 3Y | +25.7% | +87.0% | -61.3% | -2.2% |
| 5Y | +31.3% | +49.9% | -18.7% | +10.5% |
| 10Y | +106.2% | +144.8% | -38.6% | +35.8% |
| All | +106.2% | +140.4% | -34.3% | +35.8% |
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 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