+13.9%
IEMG vs EAT
+109.8%
-96.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -10.3% | +13.5% | -23.9% | -11.3% |
| 3M | -6.6% | +1.0% | -7.6% | -6.9% |
| 6M | -3.9% | +57.3% | -61.1% | -8.9% |
| YTD | +12.4% | +53.6% | -41.2% | +7.4% |
| 1Y | +13.9% | +110.8% | -96.9% | +8.7% |
| All | +13.9% | +109.8% | -96.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling