+144.3%
IEMG vs PEG
+273.9%
-129.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +4.6% | -1.7% | +6.4% | +5.2% |
| 3M | +4.8% | -6.8% | +11.6% | +7.0% |
| 6M | +16.8% | -11.4% | +28.2% | +20.9% |
| YTD | +24.8% | -7.2% | +32.1% | +27.2% |
| 1Y | +34.3% | -6.1% | +40.4% | +36.1% |
| 3Y | +87.0% | +31.8% | +55.2% | +66.9% |
| 5Y | +49.9% | +35.6% | +14.3% | +30.7% |
| 10Y | +144.8% | +148.7% | -3.9% | +63.3% |
| All | +144.3% | +273.9% | -129.6% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling