+139.4%
IEMG vs EBAY
+472.1%
-332.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | +2.1% | -0.6% | +2.7% | +2.1% |
| 3M | +4.6% | -1.0% | +5.6% | +4.3% |
| 6M | +14.0% | +16.3% | -2.2% | +8.8% |
| YTD | +22.3% | +21.7% | +0.6% | +15.0% |
| 1Y | +30.7% | +16.5% | +14.2% | +23.4% |
| 3Y | +83.2% | +154.2% | -71.0% | +36.3% |
| 5Y | +47.0% | +58.1% | -11.1% | +21.7% |
| 10Y | +139.9% | +273.5% | -133.6% | +46.2% |
| All | +139.4% | +472.1% | -332.8% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling