+38.3%
IEMG vs EOSE
-49.1%
+87.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | +0.8% |
| 7D | +2.2% | +19.0% | -16.8% | +0.6% |
| 30D | +4.6% | +1.6% | +3.0% | +4.2% |
| 3M | +0.4% | -52.0% | +52.4% | +5.0% |
| 6M | +16.4% | -42.5% | +58.9% | +19.4% |
| YTD | +25.4% | -66.1% | +91.6% | +30.7% |
| 1Y | +38.3% | -47.1% | +85.4% | +44.4% |
| All | +38.3% | -49.1% | +87.4% | +44.4% |
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