+49.9%
IEMG vs ES
-4.5%
+54.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.6% | -1.0% | +5.7% | +4.7% |
| 3M | +4.8% | +1.5% | +3.4% | +4.5% |
| 6M | +16.8% | -3.5% | +20.3% | +17.1% |
| YTD | +24.8% | +7.0% | +17.9% | +23.2% |
| 1Y | +34.3% | +15.3% | +19.0% | +30.6% |
| 3Y | +87.0% | +30.2% | +56.8% | +75.9% |
| 5Y | +49.9% | -4.3% | +54.2% | +46.6% |
| All | +49.9% | -4.5% | +54.5% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling