+140.8%
IEMG vs EL
+26.1%
+114.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | -6.5% | +5.2% | +0.4% |
| 30D | +1.9% | +11.1% | -9.2% | -1.2% |
| 3M | +1.4% | +10.7% | -9.3% | -1.7% |
| 6M | +15.2% | +6.9% | +8.3% | +11.6% |
| YTD | +23.8% | -6.3% | +30.1% | +22.9% |
| 1Y | +30.7% | +13.5% | +17.2% | +22.4% |
| 3Y | +83.3% | -33.1% | +116.3% | +89.5% |
| 5Y | +48.8% | -68.8% | +117.5% | +97.4% |
| All | +140.8% | +26.1% | +114.7% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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