+44.0%
XLP vs IEMG
+68.4%
-24.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.9% | -8.8% | +17.7% | +9.2% |
| 3M | +7.5% | -7.2% | +14.6% | +7.6% |
| 6M | +9.4% | -9.8% | +19.2% | +9.7% |
| YTD | +19.3% | +11.4% | +7.9% | +15.0% |
| 1Y | +21.7% | +13.2% | +8.5% | +17.1% |
| 3Y | +44.0% | +70.0% | -26.1% | +22.4% |
| All | +44.0% | +68.4% | -24.5% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling