+47.0%
IEMG vs ESTC
-49.0%
+95.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.6% |
| 7D | -0.9% | -13.2% | +12.3% | +0.5% |
| 30D | +2.1% | +9.3% | -7.2% | +0.7% |
| 3M | +4.6% | +37.3% | -32.7% | +0.5% |
| 6M | +14.0% | +61.0% | -47.0% | +7.3% |
| YTD | +22.3% | +10.7% | +11.7% | +19.5% |
| 1Y | +30.7% | -7.2% | +37.9% | +29.8% |
| 3Y | +83.2% | +7.2% | +76.0% | +71.1% |
| 5Y | +47.0% | -47.7% | +94.7% | +37.8% |
| All | +47.0% | -49.0% | +95.9% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling