+86.6%
IEMG vs MAGS
+187.7%
-101.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +4.6% | +0.4% | +4.2% | +4.4% |
| 3M | +4.8% | +5.6% | -0.7% | +2.5% |
| 6M | +16.8% | +12.3% | +4.5% | +11.7% |
| YTD | +24.8% | +5.1% | +19.7% | +22.0% |
| 1Y | +34.3% | +14.0% | +20.3% | +27.7% |
| 3Y | +87.0% | +129.4% | -42.4% | +35.9% |
| All | +86.6% | +187.7% | -101.1% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling