-8.3%
IEMG vs ES
+7.5%
-15.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.8% |
| 30D | -6.4% | +6.7% | -13.1% | -4.3% |
| 3M | -5.5% | +0.3% | -5.9% | -5.5% |
| 6M | -8.3% | +7.4% | -15.7% | -6.4% |
| All | -8.3% | +7.5% | -15.8% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling