+48.3%
IEMG vs EAT
+313.1%
-264.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.3% | -7.7% | +6.4% | -0.4% |
| 30D | +1.9% | -13.6% | +15.5% | +3.6% |
| 3M | +1.4% | +33.9% | -32.5% | -2.4% |
| 6M | +15.2% | +47.2% | -32.0% | +9.2% |
| YTD | +23.8% | +48.1% | -24.2% | +17.1% |
| 1Y | +30.7% | +33.7% | -3.0% | +24.7% |
| 3Y | +83.3% | +595.8% | -512.5% | +33.6% |
| All | +48.3% | +313.1% | -264.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling