+140.8%
IEMG vs IAG
+427.6%
-286.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | +1.9% | +12.1% | -10.2% | +0.7% |
| 3M | +1.4% | +25.5% | -24.1% | -1.2% |
| 6M | +15.2% | -7.1% | +22.3% | +15.0% |
| YTD | +23.8% | +22.9% | +1.0% | +20.2% |
| 1Y | +30.7% | +83.3% | -52.7% | +22.0% |
| 3Y | +83.3% | +808.5% | -725.2% | +45.4% |
| 5Y | +48.8% | +838.0% | -789.2% | +14.2% |
| All | +140.8% | +427.6% | -286.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling