+117.6%
IEMG vs ECL
+419.9%
-302.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | +2.7% | +2.9% | -0.2% | +1.6% |
| 30D | -5.7% | +7.5% | -13.2% | -8.5% |
| 3M | -8.8% | +12.2% | -21.0% | -13.1% |
| 6M | -8.9% | +24.6% | -33.5% | -17.3% |
| YTD | +11.2% | +18.8% | -7.6% | +2.9% |
| 1Y | +12.2% | +19.3% | -7.1% | +3.5% |
| 3Y | +68.5% | +78.2% | -9.7% | +29.0% |
| 5Y | +34.3% | +38.8% | -4.5% | +12.6% |
| 10Y | +131.1% | +197.8% | -66.7% | +23.0% |
| All | +117.6% | +419.9% | -302.3% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling