+38.3%
IEMG vs ESI
+44.5%
-6.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +0.7% |
| 7D | +2.2% | +3.3% | -1.1% | +1.1% |
| 30D | +4.6% | -5.9% | +10.5% | +6.7% |
| 3M | +0.4% | -14.1% | +14.5% | +5.1% |
| 6M | +16.4% | +6.6% | +9.8% | +13.5% |
| YTD | +25.4% | +45.0% | -19.6% | +13.1% |
| 1Y | +38.3% | +41.5% | -3.2% | +25.5% |
| All | +38.3% | +44.5% | -6.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling