+81.1%
IEMG vs AG
+260.2%
-179.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.3% |
| 7D | -0.9% | -5.8% | +4.9% | -0.1% |
| 30D | +2.1% | +6.4% | -4.2% | +1.1% |
| 3M | +4.6% | +28.4% | -23.8% | +0.7% |
| 6M | +14.0% | -24.5% | +38.5% | +16.3% |
| YTD | +22.3% | +21.2% | +1.2% | +17.7% |
| 1Y | +30.7% | +114.1% | -83.4% | +16.6% |
| All | +81.1% | +260.2% | -179.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling