+47.0%
IEMG vs EIX
+22.7%
+24.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | +2.1% | -18.8% | +20.9% | +4.4% |
| 3M | +4.6% | -19.7% | +24.3% | +6.9% |
| 6M | +14.0% | -18.2% | +32.3% | +16.0% |
| YTD | +22.3% | -1.7% | +24.1% | +20.0% |
| 1Y | +30.7% | +7.8% | +22.9% | +25.6% |
| 3Y | +83.2% | -5.6% | +88.8% | +77.5% |
| 5Y | +47.0% | +23.7% | +23.3% | +32.6% |
| All | +47.0% | +22.7% | +24.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling