+139.4%
IEMG vs LNG
+1,733.2%
-1,593.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -0.9% | -4.5% | +3.6% | 0.0% |
| 30D | +2.1% | +4.7% | -2.6% | +1.1% |
| 3M | +4.6% | +15.1% | -10.6% | +1.2% |
| 6M | +14.0% | +13.6% | +0.5% | +9.9% |
| YTD | +22.3% | +44.0% | -21.6% | +11.7% |
| 1Y | +30.7% | +18.4% | +12.3% | +24.5% |
| 3Y | +83.2% | +75.9% | +7.3% | +57.3% |
| 5Y | +47.0% | +231.7% | -184.7% | +5.7% |
| 10Y | +139.9% | +549.0% | -409.1% | +39.7% |
| All | +139.4% | +1,733.2% | -1,593.9% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling