+47.0%
IEMG vs ECL
+26.5%
+20.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.9% | -2.6% | +1.8% | -0.1% |
| 30D | +2.1% | -4.6% | +6.7% | +3.4% |
| 3M | +4.6% | +6.0% | -1.4% | +2.5% |
| 6M | +14.0% | -3.0% | +17.0% | +14.5% |
| YTD | +22.3% | +4.0% | +18.3% | +20.4% |
| 1Y | +30.7% | +2.0% | +28.7% | +29.1% |
| 3Y | +83.2% | +53.9% | +29.3% | +58.2% |
| 5Y | +47.0% | +27.1% | +19.8% | +29.0% |
| All | +47.0% | +26.5% | +20.5% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling