+48.3%
IEMG vs EFX
-36.2%
+84.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.3% | -4.5% | +3.3% | -0.5% |
| 30D | +1.9% | -6.1% | +8.0% | +2.8% |
| 3M | +1.4% | +6.2% | -4.8% | -0.6% |
| 6M | +15.2% | -11.2% | +26.4% | +16.7% |
| YTD | +23.8% | -21.4% | +45.2% | +28.1% |
| 1Y | +30.7% | -34.3% | +65.0% | +40.6% |
| 3Y | +83.3% | -12.5% | +95.8% | +79.2% |
| All | +48.3% | -36.2% | +84.5% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling