+145.6%
IEMG vs ED
+204.6%
-59.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +4.6% | +1.1% | +3.5% | +4.4% |
| 3M | +5.5% | +4.6% | +0.9% | +4.4% |
| 6M | +19.7% | -2.0% | +21.7% | +19.7% |
| YTD | +25.5% | +11.7% | +13.8% | +22.2% |
| 1Y | +35.5% | +15.7% | +19.8% | +30.8% |
| 3Y | +88.0% | +34.4% | +53.6% | +73.3% |
| 5Y | +50.6% | +67.3% | -16.7% | +30.2% |
| 10Y | +138.4% | +104.0% | +34.3% | +89.0% |
| All | +145.6% | +204.6% | -59.1% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling