+477.5%
XLY vs IEMG
+140.6%
+336.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.1% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | -4.2% | +1.9% | -6.1% | -5.6% |
| 3M | -2.7% | +1.4% | -4.1% | -4.4% |
| 6M | -0.6% | +15.2% | -15.8% | -11.5% |
| YTD | -5.0% | +23.8% | -28.8% | -20.0% |
| 1Y | -4.1% | +30.7% | -34.8% | -22.3% |
| 3Y | +33.6% | +83.3% | -49.7% | -15.5% |
| 5Y | +28.7% | +48.8% | -20.1% | -5.9% |
| 10Y | +219.6% | +142.8% | +76.8% | +69.9% |
| All | +477.5% | +140.6% | +336.9% | +200.0% |
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 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