+140.8%
IEMG vs ELV
+280.2%
-139.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | +3.2% | -4.5% | -2.0% |
| 30D | +1.9% | +5.4% | -3.4% | +0.7% |
| 3M | +1.4% | +5.4% | -3.9% | -0.2% |
| 6M | +15.2% | +45.7% | -30.5% | +5.1% |
| YTD | +23.8% | +21.2% | +2.6% | +17.0% |
| 1Y | +30.7% | +35.6% | -5.0% | +19.9% |
| 3Y | +83.3% | -2.0% | +85.3% | +77.7% |
| 5Y | +48.8% | +26.0% | +22.8% | +30.2% |
| All | +140.8% | +280.2% | -139.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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