+13.9%
IEMG vs ED
+27.1%
-13.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +2.3% |
| 7D | -3.1% | +5.4% | -8.5% | -0.6% |
| 30D | -10.3% | +16.4% | -26.7% | -3.5% |
| 3M | -6.6% | +11.9% | -18.5% | -1.3% |
| 6M | -3.9% | +11.6% | -15.4% | +2.1% |
| YTD | +12.4% | +24.1% | -11.7% | +22.6% |
| 1Y | +13.9% | +26.9% | -13.0% | +25.0% |
| All | +13.9% | +27.1% | -13.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling