+84.8%
IEMG vs ESTC
+11.0%
+73.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.4% |
| 7D | +1.6% | -3.3% | +5.0% | +1.8% |
| 30D | +4.6% | +13.4% | -8.8% | +3.6% |
| 3M | +4.8% | +41.3% | -36.5% | +2.2% |
| 6M | +16.8% | +62.6% | -45.8% | +12.6% |
| YTD | +24.8% | +14.8% | +10.1% | +23.0% |
| 1Y | +34.3% | -5.1% | +39.4% | +34.0% |
| All | +84.8% | +11.0% | +73.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling