+219.5%
XOM vs IEMG
+137.7%
+81.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.7% |
| 7D | +1.9% | -0.9% | +2.7% | +2.3% |
| 30D | +4.1% | +2.1% | +2.0% | +2.7% |
| 3M | +10.4% | +4.6% | +5.8% | +6.3% |
| 6M | +13.0% | +14.0% | -1.0% | +1.5% |
| YTD | +40.1% | +22.3% | +17.7% | +20.0% |
| 1Y | +51.1% | +30.7% | +20.4% | +23.9% |
| 3Y | +57.7% | +83.2% | -25.5% | +2.4% |
| 5Y | +264.7% | +47.0% | +217.8% | +170.7% |
| 10Y | +193.1% | +139.9% | +53.2% | +54.5% |
| All | +219.5% | +137.7% | +81.8% | +63.9% |
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 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