+140.8%
IEMG vs EFX
+42.6%
+98.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.3% | -4.5% | +3.3% | -0.3% |
| 30D | +1.9% | -6.1% | +8.0% | +3.1% |
| 3M | +1.4% | +6.2% | -4.8% | -1.1% |
| 6M | +15.2% | -11.2% | +26.4% | +17.0% |
| YTD | +23.8% | -21.4% | +45.2% | +28.9% |
| 1Y | +30.7% | -34.3% | +65.0% | +42.3% |
| 3Y | +83.3% | -12.5% | +95.8% | +79.1% |
| 5Y | +48.8% | -35.6% | +84.3% | +55.1% |
| All | +140.8% | +42.6% | +98.2% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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