+277.1%
XLP vs IEMG
+119.9%
+157.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | +8.3% | -6.4% | +14.7% | +10.4% |
| 3M | +8.7% | -5.5% | +14.2% | +10.2% |
| 6M | +11.2% | -8.3% | +19.5% | +12.9% |
| YTD | +20.0% | +13.2% | +6.8% | +12.5% |
| 1Y | +21.3% | +13.0% | +8.4% | +13.8% |
| 3Y | +43.8% | +71.6% | -27.8% | +13.9% |
| 5Y | +43.3% | +37.1% | +6.2% | +22.8% |
| 10Y | +136.8% | +135.2% | +1.5% | +56.1% |
| All | +277.1% | +119.9% | +157.2% | +147.1% |
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