+109.5%
IEMG vs ESTC
+19.1%
+90.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -9.2% | +7.9% | 0.0% |
| 30D | +1.9% | +8.1% | -6.2% | +0.3% |
| 3M | +1.4% | +38.5% | -37.1% | -3.8% |
| 6M | +15.2% | +57.8% | -42.6% | +6.8% |
| YTD | +23.8% | +10.5% | +13.3% | +20.0% |
| 1Y | +30.7% | -6.4% | +37.0% | +29.1% |
| 3Y | +83.3% | +4.7% | +78.6% | +69.0% |
| 5Y | +48.8% | -47.8% | +96.5% | +46.0% |
| All | +109.5% | +19.1% | +90.3% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling