+13.9%
IEMG vs ELF
-3.2%
+17.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -3.1% | -1.5% | -1.5% | -3.0% |
| 30D | -10.3% | +9.5% | -19.9% | -11.0% |
| 3M | -6.6% | +29.4% | -36.0% | -8.5% |
| 6M | -3.9% | +83.7% | -87.6% | -8.7% |
| YTD | +12.4% | +49.4% | -37.1% | +8.0% |
| 1Y | +13.9% | -3.9% | +17.8% | +11.1% |
| All | +13.9% | -3.2% | +17.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling