+15.2%
IEMG vs NRG
-25.9%
+41.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -1.3% | -4.7% | +3.4% | -0.3% |
| 30D | +1.9% | -6.0% | +7.9% | +3.0% |
| 3M | +1.4% | -8.0% | +9.4% | +1.3% |
| 6M | +15.2% | -23.2% | +38.3% | +18.4% |
| All | +15.2% | -25.9% | +41.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 6mo: compounded portfolio wealth divided by compounded NRG 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…
6mo analysis · Full analysis span regression · 6 months rolling