+133.9%
IEMG vs ELF
+303.8%
-169.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | -1.3% | -11.6% | +10.3% | -0.1% |
| 30D | +1.9% | +4.6% | -2.7% | +1.4% |
| 3M | +1.4% | +59.7% | -58.3% | -3.7% |
| 6M | +15.2% | +21.2% | -6.0% | +12.0% |
| YTD | +23.8% | +27.4% | -3.6% | +19.3% |
| 1Y | +30.7% | -29.8% | +60.5% | +32.4% |
| 3Y | +83.3% | -28.5% | +111.7% | +76.5% |
| 5Y | +48.8% | +220.0% | -171.3% | +14.3% |
| All | +133.9% | +303.8% | -169.9% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling