+142.3%
IEMG vs AGG
+25.6%
+116.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | +1.9% | -1.1% | +3.1% | +2.5% |
| 3M | +1.4% | -1.9% | +3.3% | +2.5% |
| 6M | +15.2% | -1.7% | +16.9% | +16.3% |
| YTD | +23.8% | -1.3% | +25.1% | +24.9% |
| 1Y | +30.7% | -0.7% | +31.4% | +31.4% |
| 3Y | +83.3% | +12.5% | +70.8% | +75.0% |
| 5Y | +48.8% | -2.5% | +51.2% | +46.8% |
| 10Y | +142.8% | +14.2% | +128.5% | +137.7% |
| All | +142.3% | +25.6% | +116.7% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling