+48.3%
IEMG vs LNG
+228.1%
-179.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -4.7% | +3.4% | -0.9% |
| 30D | +1.9% | +3.8% | -1.9% | +1.5% |
| 3M | +1.4% | +16.2% | -14.7% | -0.2% |
| 6M | +15.2% | +11.7% | +3.5% | +13.2% |
| YTD | +23.8% | +44.2% | -20.4% | +17.1% |
| 1Y | +30.7% | +18.6% | +12.1% | +27.1% |
| 3Y | +83.3% | +77.4% | +5.9% | +66.1% |
| All | +48.3% | +228.1% | -179.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling