+140.8%
IEMG vs ES
+82.1%
+58.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | -3.6% | +2.3% | -0.5% |
| 30D | +1.9% | -4.2% | +6.1% | +2.8% |
| 3M | +1.4% | +0.1% | +1.3% | +1.1% |
| 6M | +15.2% | -6.2% | +21.4% | +16.3% |
| YTD | +23.8% | +4.1% | +19.8% | +22.1% |
| 1Y | +30.7% | +10.2% | +20.5% | +26.6% |
| 3Y | +83.3% | +26.1% | +57.2% | +69.2% |
| 5Y | +48.8% | -5.3% | +54.1% | +46.5% |
| All | +140.8% | +82.1% | +58.7% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling