+13.9%
IEMG vs AGG
-0.5%
+14.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | -0.1% |
| 7D | -3.1% | +0.5% | -3.6% | -4.3% |
| 30D | -10.3% | +2.4% | -12.7% | -15.9% |
| 3M | -6.6% | -1.0% | -5.6% | -3.1% |
| 6M | -3.9% | -0.9% | -3.0% | -0.1% |
| YTD | +12.4% | -0.9% | +13.3% | +18.0% |
| 1Y | +13.9% | -0.5% | +14.4% | +19.5% |
| All | +13.9% | -0.5% | +14.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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