+140.8%
IEMG vs ESI
+312.8%
-172.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -4.6% | +3.3% | +0.1% |
| 30D | +1.9% | -10.5% | +12.4% | +5.3% |
| 3M | +1.4% | -19.8% | +21.2% | +8.0% |
| 6M | +15.2% | +5.8% | +9.4% | +12.3% |
| YTD | +23.8% | +38.3% | -14.5% | +10.9% |
| 1Y | +30.7% | +31.5% | -0.9% | +18.3% |
| 3Y | +83.3% | +80.7% | +2.6% | +47.1% |
| 5Y | +48.8% | +69.4% | -20.7% | +19.0% |
| All | +140.8% | +312.8% | -172.0% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling