+48.3%
IEMG vs EFV
+95.9%
-47.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.2% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | +1.9% | +0.6% | +1.3% | +1.3% |
| 3M | +1.4% | +7.5% | -6.1% | -5.0% |
| 6M | +15.2% | +13.0% | +2.1% | +3.7% |
| YTD | +23.8% | +18.3% | +5.5% | +7.3% |
| 1Y | +30.7% | +26.7% | +3.9% | +6.8% |
| 3Y | +83.3% | +89.6% | -6.3% | +6.0% |
| All | +48.3% | +95.9% | -47.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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