+142.3%
IEMG vs NRG
+575.3%
-433.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -1.3% | -4.7% | +3.4% | -0.4% |
| 30D | +1.9% | -6.0% | +7.9% | +3.0% |
| 3M | +1.4% | -8.0% | +9.4% | +2.3% |
| 6M | +15.2% | -23.2% | +38.3% | +19.8% |
| YTD | +23.8% | -28.1% | +51.9% | +30.1% |
| 1Y | +30.7% | -27.3% | +57.9% | +36.5% |
| 3Y | +83.3% | +208.7% | -125.4% | +38.1% |
| 5Y | +48.8% | +197.7% | -148.9% | +10.9% |
| 10Y | +142.8% | +1,103.3% | -960.6% | +36.1% |
| All | +142.3% | +575.3% | -433.0% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling