+145.6%
IEMG vs EIX
+114.4%
+31.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.9% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | +4.6% | -13.5% | +18.2% | +6.8% |
| 3M | +5.5% | -15.3% | +20.8% | +7.9% |
| 6M | +19.7% | -15.3% | +35.0% | +22.2% |
| YTD | +25.5% | +2.7% | +22.8% | +22.0% |
| 1Y | +35.5% | +17.4% | +18.1% | +27.1% |
| 3Y | +88.0% | -1.3% | +89.3% | +80.7% |
| 5Y | +50.6% | +27.2% | +23.4% | +33.6% |
| 10Y | +138.4% | +22.7% | +115.6% | +102.1% |
| All | +145.6% | +114.4% | +31.2% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling