+35.5%
XLV vs IEMG
+48.5%
-13.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.6% | -1.3% | -2.3% | -3.2% |
| 30D | -1.8% | +1.9% | -3.7% | -2.4% |
| 3M | +7.8% | +1.4% | +6.4% | +6.9% |
| 6M | +9.1% | +15.2% | -6.1% | +3.0% |
| YTD | +7.7% | +23.8% | -16.1% | -1.0% |
| 1Y | +20.4% | +30.7% | -10.2% | +8.4% |
| 3Y | +30.8% | +83.3% | -52.5% | +3.1% |
| All | +35.5% | +48.5% | -13.1% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling