+81.1%
IEMG vs ECL
+53.7%
+27.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.9% | -2.6% | +1.8% | -0.2% |
| 30D | +2.1% | -4.6% | +6.7% | +3.2% |
| 3M | +4.6% | +6.0% | -1.4% | +2.6% |
| 6M | +14.0% | -3.0% | +17.0% | +14.3% |
| YTD | +22.3% | +4.0% | +18.3% | +20.8% |
| 1Y | +30.7% | +2.0% | +28.7% | +29.4% |
| All | +81.1% | +53.7% | +27.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling