+48.3%
IEMG vs ENB
+61.6%
-13.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.3% | -4.7% | +3.4% | +0.2% |
| 30D | +1.9% | -5.9% | +7.8% | +3.9% |
| 3M | +1.4% | -14.2% | +15.7% | +6.4% |
| 6M | +15.2% | -8.6% | +23.8% | +17.8% |
| YTD | +23.8% | +3.9% | +19.9% | +20.2% |
| 1Y | +30.7% | +1.8% | +28.9% | +27.7% |
| 3Y | +83.3% | +68.5% | +14.8% | +42.5% |
| All | +48.3% | +61.6% | -13.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 5y: compounded portfolio wealth divided by compounded ENB 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…
5y analysis · Full analysis span regression · 6 months rolling