+128.9%
IEF vs EME
+5,944.8%
-5,815.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.4% |
| 7D | -0.3% | +2.7% | -3.0% | -0.2% |
| 30D | -0.6% | -6.8% | +6.2% | -0.9% |
| 3M | -1.0% | -8.8% | +7.8% | -1.3% |
| 6M | -3.1% | +5.0% | -8.1% | -2.6% |
| YTD | -1.9% | +23.5% | -25.4% | -0.6% |
| 1Y | -1.4% | +21.3% | -22.7% | 0.0% |
| 3Y | +9.8% | +241.1% | -231.3% | +17.7% |
| 5Y | -8.8% | +549.2% | -558.0% | +1.4% |
| 10Y | +4.7% | +1,306.4% | -1,301.7% | +23.4% |
| All | +128.9% | +5,944.8% | -5,815.9% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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