+140.8%
IEMG vs EIX
+19.9%
+120.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | +1.9% | -19.3% | +21.2% | +5.4% |
| 3M | +1.4% | -21.7% | +23.1% | +5.3% |
| 6M | +15.2% | -19.8% | +35.0% | +18.7% |
| YTD | +23.8% | -3.0% | +26.9% | +21.9% |
| 1Y | +30.7% | +5.1% | +25.6% | +25.9% |
| 3Y | +83.3% | -7.0% | +90.2% | +78.6% |
| 5Y | +48.8% | +22.0% | +26.7% | +33.6% |
| All | +140.8% | +19.9% | +120.9% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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