+60.5%
XOM vs IEMG
+83.7%
-23.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.4% |
| 7D | +4.1% | -1.3% | +5.4% | +4.1% |
| 30D | +4.6% | +1.9% | +2.7% | +4.5% |
| 3M | +14.0% | +1.4% | +12.5% | +13.8% |
| 6M | +11.0% | +15.2% | -4.2% | +7.9% |
| YTD | +40.7% | +23.8% | +16.9% | +33.1% |
| 1Y | +52.3% | +30.7% | +21.7% | +41.3% |
| 3Y | +60.5% | +83.3% | -22.8% | +30.9% |
| All | +60.5% | +83.7% | -23.2% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling