+14.0%
IEMG vs EOSE
-36.3%
+50.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.8% | -1.5% |
| 7D | -0.9% | +14.0% | -14.9% | -2.7% |
| 30D | +2.1% | -5.9% | +8.0% | +2.5% |
| 3M | +4.6% | -34.3% | +38.9% | +9.0% |
| 6M | +14.0% | -37.8% | +51.8% | +26.6% |
| All | +14.0% | -36.3% | +50.4% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling