+13.9%
IEMG vs AG
+29.4%
-15.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.1% | -8.2% | -0.7% |
| 7D | -3.1% | -2.6% | -0.5% | -2.7% |
| 30D | -10.3% | -12.1% | +1.8% | -8.5% |
| 3M | -6.6% | -6.6% | 0.0% | -6.1% |
| 6M | -3.9% | -20.5% | +16.6% | -1.6% |
| YTD | +12.4% | -7.4% | +19.8% | +15.6% |
| 1Y | +13.9% | +33.4% | -19.5% | +14.2% |
| All | +13.9% | +29.4% | -15.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling