+145.6%
IEMG vs AG
-5.8%
+151.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.8% | +4.5% | -1.7% | +2.3% |
| 30D | +4.6% | +12.9% | -8.2% | +3.3% |
| 3M | +5.5% | +20.9% | -15.4% | +3.2% |
| 6M | +19.7% | -19.5% | +39.2% | +21.2% |
| YTD | +25.5% | +24.8% | +0.7% | +21.3% |
| 1Y | +35.5% | +120.2% | -84.7% | +23.3% |
| 3Y | +88.0% | +279.0% | -191.0% | +58.3% |
| 5Y | +50.6% | +67.9% | -17.3% | +32.8% |
| 10Y | +138.4% | +57.5% | +80.9% | +97.6% |
| All | +145.6% | -5.8% | +151.4% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling