+142.3%
IEMG vs ET
+440.2%
-298.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +1.9% | +2.9% | -1.0% | +1.4% |
| 3M | +1.4% | +16.8% | -15.4% | -1.2% |
| 6M | +15.2% | +18.9% | -3.7% | +11.8% |
| YTD | +23.8% | +37.7% | -13.9% | +17.3% |
| 1Y | +30.7% | +32.4% | -1.8% | +24.6% |
| 3Y | +83.3% | +99.5% | -16.2% | +63.2% |
| 5Y | +48.8% | +244.0% | -195.2% | +21.3% |
| 10Y | +142.8% | +172.1% | -29.3% | +94.3% |
| All | +142.3% | +440.2% | -298.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 all: compounded portfolio wealth divided by compounded ET 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…
all analysis · Full analysis span regression · 6 months rolling