+13.9%
IEMG vs EOSE
-85.5%
+99.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | -0.2% |
| 7D | -3.1% | +9.7% | -12.8% | -4.0% |
| 30D | -10.3% | -34.6% | +24.2% | -7.3% |
| 3M | -6.6% | -50.8% | +44.2% | -1.5% |
| 6M | -3.9% | -66.5% | +62.6% | +3.9% |
| YTD | +12.4% | -81.3% | +93.7% | +23.0% |
| 1Y | +13.9% | -84.8% | +98.7% | +25.0% |
| All | +13.9% | -85.5% | +99.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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