+34.7%
IEMG vs ESTC
-52.1%
+86.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +2.7% | +2.4% | +0.3% | +2.4% |
| 30D | -5.7% | -4.2% | -1.5% | -5.4% |
| 3M | -8.8% | +2.5% | -11.2% | -9.4% |
| 6M | -8.9% | +81.5% | -90.4% | -15.3% |
| YTD | +11.2% | +16.8% | -5.7% | +7.9% |
| 1Y | +12.2% | -3.5% | +15.7% | +11.1% |
| 3Y | +68.5% | +17.7% | +50.8% | +55.8% |
| All | +34.7% | -52.1% | +86.8% | +23.9% |
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