+48.3%
IEMG vs MGY
+88.8%
-40.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | +1.9% | +5.3% | -3.4% | +1.2% |
| 3M | +1.4% | +2.6% | -1.2% | +0.8% |
| 6M | +15.2% | -3.3% | +18.5% | +14.9% |
| YTD | +23.8% | +29.2% | -5.4% | +17.5% |
| 1Y | +30.7% | +18.0% | +12.6% | +25.7% |
| 3Y | +83.3% | +30.0% | +53.3% | +70.6% |
| All | +48.3% | +88.8% | -40.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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