+113.1%
IEMG vs MGY
+210.4%
-97.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | +3.5% | -4.8% | -1.8% |
| 30D | +1.9% | +5.3% | -3.4% | +1.0% |
| 3M | +1.4% | +2.6% | -1.2% | +0.6% |
| 6M | +15.2% | -3.3% | +18.5% | +14.8% |
| YTD | +23.8% | +29.2% | -5.4% | +17.1% |
| 1Y | +30.7% | +18.0% | +12.6% | +25.3% |
| 3Y | +83.3% | +30.0% | +53.3% | +70.1% |
| 5Y | +48.8% | +92.7% | -43.9% | +24.6% |
| All | +113.1% | +210.4% | -97.3% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling