+4.6%
IEMG vs LNG
+16.7%
-12.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -1.8% |
| 7D | -0.9% | -4.5% | +3.6% | -2.2% |
| 30D | +2.1% | +4.7% | -2.6% | +4.4% |
| 3M | +4.6% | +15.1% | -10.6% | +15.1% |
| All | +4.6% | +16.7% | -12.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 3mo: compounded portfolio wealth divided by compounded LNG 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…
3mo analysis · Full analysis span regression · Available span rolling