+48.3%
IEMG vs ETR
+122.3%
-74.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | +1.9% | -1.8% | +3.7% | +2.2% |
| 3M | +1.4% | -3.6% | +5.0% | +1.9% |
| 6M | +15.2% | +2.6% | +12.6% | +14.3% |
| YTD | +23.8% | +16.0% | +7.8% | +20.2% |
| 1Y | +30.7% | +20.1% | +10.5% | +26.1% |
| 3Y | +83.3% | +143.6% | -60.3% | +55.3% |
| All | +48.3% | +122.3% | -74.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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