+142.3%
IEMG vs EOG
+276.4%
-134.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | +1.9% | +2.9% | -1.0% | +1.2% |
| 3M | +1.4% | +8.7% | -7.3% | -0.9% |
| 6M | +15.2% | +12.9% | +2.3% | +11.0% |
| YTD | +23.8% | +43.8% | -20.0% | +12.6% |
| 1Y | +30.7% | +27.1% | +3.6% | +22.0% |
| 3Y | +83.3% | +25.9% | +57.4% | +69.0% |
| 5Y | +48.8% | +177.9% | -129.2% | +9.2% |
| 10Y | +142.8% | +119.7% | +23.1% | +68.6% |
| All | +142.3% | +276.4% | -134.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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