+246.5%
XLP vs IEMG
+143.7%
+102.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -1.0% | +2.2% | -3.3% | -1.7% |
| 30D | -0.9% | +4.6% | -5.5% | -2.4% |
| 3M | +3.8% | +0.4% | +3.4% | +3.0% |
| 6M | -1.7% | +16.4% | -18.1% | -7.9% |
| YTD | +10.3% | +25.4% | -15.2% | +0.4% |
| 1Y | +7.8% | +38.3% | -30.5% | -5.6% |
| 3Y | +27.2% | +84.1% | -56.9% | -1.0% |
| 5Y | +32.5% | +49.0% | -16.5% | +11.0% |
| 10Y | +101.8% | +141.8% | -40.0% | +33.0% |
| All | +246.5% | +143.7% | +102.8% | +120.4% |
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 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