+68.5%
IEMG vs ECL
+79.8%
-11.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +2.7% | +2.9% | -0.2% | +2.0% |
| 30D | -5.7% | +7.5% | -13.2% | -7.2% |
| 3M | -8.8% | +12.2% | -21.0% | -11.2% |
| 6M | -8.9% | +24.6% | -33.5% | -14.1% |
| YTD | +11.2% | +18.8% | -7.6% | +6.5% |
| 1Y | +12.2% | +19.3% | -7.1% | +7.3% |
| 3Y | +68.5% | +78.2% | -9.7% | +46.8% |
| All | +68.5% | +79.8% | -11.3% | +46.8% |
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