+142.3%
IEMG vs AGI
+118.2%
+24.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.1% |
| 30D | +1.9% | +7.2% | -5.3% | +1.2% |
| 3M | +1.4% | +4.3% | -2.8% | +0.8% |
| 6M | +15.2% | -27.1% | +42.3% | +17.7% |
| YTD | +23.8% | -6.6% | +30.4% | +23.8% |
| 1Y | +30.7% | +9.5% | +21.1% | +28.8% |
| 3Y | +83.3% | +208.4% | -125.2% | +66.2% |
| 5Y | +48.8% | +401.6% | -352.9% | +29.8% |
| 10Y | +142.8% | +387.3% | -244.6% | +105.8% |
| All | +142.3% | +118.2% | +24.1% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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