+48.3%
IEMG vs PEG
+36.3%
+12.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +1.9% | -3.7% | +5.6% | +2.7% |
| 3M | +1.4% | -7.3% | +8.7% | +2.9% |
| 6M | +15.2% | -10.5% | +25.6% | +17.8% |
| YTD | +23.8% | -7.5% | +31.3% | +25.6% |
| 1Y | +30.7% | -8.7% | +39.4% | +32.8% |
| 3Y | +83.3% | +31.4% | +51.9% | +68.8% |
| All | +48.3% | +36.3% | +12.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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