+144.3%
IEMG vs ETR
+435.9%
-291.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +4.6% | +2.0% | +2.6% | +4.0% |
| 3M | +4.8% | -1.7% | +6.5% | +5.2% |
| 6M | +16.8% | +3.6% | +13.2% | +15.1% |
| YTD | +24.8% | +18.0% | +6.8% | +18.3% |
| 1Y | +34.3% | +26.2% | +8.1% | +24.6% |
| 3Y | +87.0% | +148.0% | -61.0% | +38.8% |
| 5Y | +49.9% | +126.1% | -76.1% | +12.9% |
| 10Y | +144.8% | +302.3% | -157.5% | +49.5% |
| All | +144.3% | +435.9% | -291.7% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling