+145.6%
IEMG vs EAT
+761.5%
-616.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.5% |
| 7D | +2.8% | -4.9% | +7.7% | +3.5% |
| 30D | +4.6% | -1.2% | +5.8% | +4.6% |
| 3M | +5.5% | +52.2% | -46.7% | -0.6% |
| 6M | +19.7% | +65.0% | -45.3% | +11.0% |
| YTD | +25.5% | +55.0% | -29.5% | +17.1% |
| 1Y | +35.5% | +42.1% | -6.5% | +27.4% |
| 3Y | +88.0% | +614.7% | -526.7% | +36.3% |
| 5Y | +50.6% | +322.7% | -272.2% | +13.8% |
| 10Y | +138.4% | +382.0% | -243.7% | +64.8% |
| All | +145.6% | +761.5% | -616.0% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling