+140.8%
IEMG vs PEGA
+184.6%
-43.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.0% |
| 7D | -1.3% | -3.0% | +1.7% | -0.8% |
| 30D | +1.9% | +15.9% | -14.0% | -0.8% |
| 3M | +1.4% | +10.8% | -9.4% | -1.3% |
| 6M | +15.2% | -16.5% | +31.7% | +17.6% |
| YTD | +23.8% | -39.0% | +62.8% | +33.1% |
| 1Y | +30.7% | -37.3% | +67.9% | +38.9% |
| 3Y | +83.3% | +59.2% | +24.1% | +50.3% |
| 5Y | +48.8% | -44.9% | +93.6% | +57.8% |
| All | +140.8% | +184.6% | -43.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling