+79.6%
IEMG vs EOSE
-60.6%
+140.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | +1.9% | -6.8% | +8.8% | +2.0% |
| 3M | +1.4% | -36.3% | +37.7% | +3.0% |
| 6M | +15.2% | -38.8% | +53.9% | +16.6% |
| YTD | +23.8% | -65.5% | +89.4% | +27.3% |
| 1Y | +30.7% | -45.3% | +75.9% | +30.8% |
| 3Y | +83.3% | +44.2% | +39.1% | +68.8% |
| 5Y | +48.8% | -69.5% | +118.3% | +38.1% |
| All | +79.6% | -60.6% | +140.2% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling