+137.1%
IEMG vs ELF
+334.6%
-197.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +4.9% | +0.6% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +4.6% | +5.9% | -1.3% | +3.9% |
| 3M | +5.5% | +99.5% | -94.0% | -2.2% |
| 6M | +19.7% | +26.5% | -6.8% | +15.9% |
| YTD | +25.5% | +37.2% | -11.7% | +20.1% |
| 1Y | +35.5% | -24.4% | +59.9% | +36.3% |
| 3Y | +88.0% | -23.3% | +111.3% | +79.8% |
| 5Y | +50.6% | +245.2% | -194.6% | +14.8% |
| All | +137.1% | +334.6% | -197.6% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling