+125.5%
IEMG vs ESI
+226.4%
-100.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.8% | +5.4% | -2.6% | +1.5% |
| 30D | +4.6% | -4.2% | +8.8% | +5.7% |
| 3M | +5.5% | -9.6% | +15.1% | +7.8% |
| 6M | +19.7% | +18.3% | +1.4% | +14.3% |
| YTD | +25.5% | +45.8% | -20.3% | +13.5% |
| 1Y | +35.5% | +39.2% | -3.6% | +23.6% |
| 3Y | +88.0% | +86.3% | +1.7% | +57.1% |
| 5Y | +50.6% | +76.2% | -25.6% | +25.5% |
| 10Y | +138.4% | +306.8% | -168.4% | +57.9% |
| All | +125.5% | +226.4% | -100.9% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling