+13.9%
IEMG vs ESTC
+1.6%
+12.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | -3.1% | -15.9% | +12.8% | -2.5% |
| 30D | -10.3% | -5.5% | -4.8% | -10.1% |
| 3M | -6.6% | +26.2% | -32.8% | -7.3% |
| 6M | -3.9% | +77.0% | -80.9% | -5.5% |
| YTD | +12.4% | +18.9% | -6.5% | +12.2% |
| 1Y | +13.9% | +1.3% | +12.6% | +14.6% |
| All | +13.9% | +1.6% | +12.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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