-8.9%
IEMG vs AG
-43.2%
+34.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | +2.7% | -10.0% | +12.7% | +5.4% |
| 30D | -5.7% | -10.5% | +4.8% | -3.2% |
| 3M | -8.8% | -27.3% | +18.5% | -2.1% |
| 6M | -8.9% | -43.0% | +34.1% | +6.3% |
| All | -8.9% | -43.2% | +34.3% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling