+266.6%
XLU vs IEMG
+140.6%
+126.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -3.3% | +1.9% | -5.2% | -4.0% |
| 3M | -3.2% | +1.4% | -4.6% | -4.0% |
| 6M | -7.0% | +15.2% | -22.1% | -12.5% |
| YTD | +0.6% | +23.8% | -23.2% | -8.0% |
| 1Y | +2.4% | +30.7% | -28.2% | -8.3% |
| 3Y | +46.3% | +83.3% | -37.0% | +14.6% |
| 5Y | +44.0% | +48.8% | -4.8% | +20.7% |
| 10Y | +140.1% | +142.8% | -2.7% | +58.4% |
| All | +266.6% | +140.6% | +126.0% | +141.3% |
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