+140.8%
IEMG vs ED
+108.5%
+32.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +1.9% | -0.4% | +2.3% | +2.0% |
| 3M | +1.4% | +0.5% | +1.0% | +1.2% |
| 6M | +15.2% | -3.1% | +18.3% | +15.4% |
| YTD | +23.8% | +9.8% | +14.0% | +21.3% |
| 1Y | +30.7% | +12.6% | +18.1% | +27.3% |
| 3Y | +83.3% | +31.4% | +51.9% | +71.2% |
| 5Y | +48.8% | +69.4% | -20.7% | +30.1% |
| All | +140.8% | +108.5% | +32.3% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling