+85.0%
IEMG vs MAGS
+190.0%
-105.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +1.9% | +3.2% | -1.3% | +0.6% |
| 3M | +1.4% | +7.7% | -6.3% | -1.7% |
| 6M | +15.2% | +12.5% | +2.7% | +10.0% |
| YTD | +23.8% | +6.0% | +17.9% | +20.7% |
| 1Y | +30.7% | +14.4% | +16.3% | +24.0% |
| 3Y | +83.3% | +127.5% | -44.2% | +33.6% |
| All | +85.0% | +190.0% | -105.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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