+145.6%
IEMG vs IAG
+35.4%
+110.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +2.8% | +4.3% | -1.5% | +2.4% |
| 30D | +4.6% | +9.8% | -5.1% | +3.8% |
| 3M | +5.5% | +28.9% | -23.4% | +3.1% |
| 6M | +19.7% | -7.6% | +27.3% | +19.7% |
| YTD | +25.5% | +22.0% | +3.6% | +22.7% |
| 1Y | +35.5% | +99.5% | -64.0% | +27.6% |
| 3Y | +88.0% | +818.3% | -730.3% | +56.4% |
| 5Y | +50.6% | +785.9% | -735.3% | +22.8% |
| 10Y | +138.4% | +381.1% | -242.7% | +94.1% |
| All | +145.6% | +35.4% | +110.2% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling