+46.5%
IEMG vs IAG
+813.2%
-766.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -0.9% | -4.1% | +3.2% | -0.4% |
| 30D | +2.1% | +10.6% | -8.5% | +0.8% |
| 3M | +4.6% | +35.4% | -30.8% | +0.5% |
| 6M | +14.0% | -9.5% | +23.6% | +14.0% |
| YTD | +22.3% | +21.8% | +0.5% | +18.2% |
| 1Y | +30.7% | +84.1% | -53.5% | +20.7% |
| 3Y | +83.2% | +817.4% | -734.1% | +39.9% |
| All | +46.5% | +813.2% | -766.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling