+5.7%
XLP vs IEMG
+34.4%
-28.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.2% |
| 7D | -2.9% | +1.6% | -4.5% | -2.7% |
| 30D | -2.2% | +4.6% | -6.9% | -1.8% |
| 3M | -0.6% | +4.8% | -5.4% | -0.2% |
| 6M | -2.2% | +16.8% | -19.0% | -3.3% |
| YTD | +8.3% | +24.8% | -16.6% | +8.4% |
| 1Y | +5.7% | +34.3% | -28.6% | +6.4% |
| All | +5.7% | +34.4% | -28.7% | +6.4% |
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