+140.8%
IEMG vs EBAY
+285.8%
-145.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.6% |
| 7D | -1.3% | +4.2% | -5.5% | -2.3% |
| 30D | +1.9% | +5.6% | -3.7% | +0.5% |
| 3M | +1.4% | -1.4% | +2.8% | +1.3% |
| 6M | +15.2% | +18.2% | -3.0% | +9.6% |
| YTD | +23.8% | +24.8% | -1.0% | +15.9% |
| 1Y | +30.7% | +18.0% | +12.6% | +23.2% |
| 3Y | +83.3% | +160.3% | -77.0% | +36.1% |
| 5Y | +48.8% | +62.1% | -13.4% | +22.6% |
| All | +140.8% | +285.8% | -145.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 10y: compounded portfolio wealth divided by compounded EBAY 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…
10y analysis · Full analysis span regression · 6 months rolling