+169.4%
XLV vs IEMG
+145.8%
+23.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | -1.8% | +1.9% | -3.7% | -2.7% |
| 3M | +7.8% | +1.4% | +6.4% | +6.4% |
| 6M | +9.1% | +15.2% | -6.1% | +0.6% |
| YTD | +7.7% | +23.8% | -16.1% | -4.3% |
| 1Y | +20.4% | +30.7% | -10.2% | +4.1% |
| 3Y | +30.8% | +83.3% | -52.5% | -5.4% |
| 5Y | +34.6% | +48.8% | -14.1% | +7.5% |
| All | +169.4% | +145.8% | +23.6% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling