+47.0%
IEMG vs ESI
+66.0%
-19.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.6% |
| 7D | -0.9% | -2.3% | +1.5% | -0.1% |
| 30D | +2.1% | -9.0% | +11.2% | +5.1% |
| 3M | +4.6% | -13.3% | +17.9% | +8.9% |
| 6M | +14.0% | +5.3% | +8.8% | +11.5% |
| YTD | +22.3% | +37.6% | -15.3% | +9.8% |
| 1Y | +30.7% | +33.6% | -2.9% | +17.8% |
| 3Y | +83.2% | +75.8% | +7.4% | +46.7% |
| 5Y | +47.0% | +68.6% | -21.6% | +16.4% |
| All | +47.0% | +66.0% | -19.0% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling