+48.3%
IEMG vs EBAY
+61.3%
-13.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.7% |
| 7D | -1.3% | +4.2% | -5.5% | -2.1% |
| 30D | +1.9% | +5.6% | -3.7% | +0.7% |
| 3M | +1.4% | -1.4% | +2.8% | +1.3% |
| 6M | +15.2% | +18.2% | -3.0% | +10.4% |
| YTD | +23.8% | +24.8% | -1.0% | +17.0% |
| 1Y | +30.7% | +18.0% | +12.6% | +24.3% |
| 3Y | +83.3% | +160.3% | -77.0% | +39.6% |
| All | +48.3% | +61.3% | -13.0% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling