+110.8%
IEMG vs PENG
+710.3%
-599.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.3% |
| 7D | -0.9% | 0.0% | -0.8% | -0.9% |
| 30D | +2.1% | -15.2% | +17.3% | +4.5% |
| 3M | +4.6% | -16.9% | +21.5% | +5.6% |
| 6M | +14.0% | +161.5% | -147.5% | -4.3% |
| YTD | +22.3% | +148.6% | -126.2% | +3.1% |
| 1Y | +30.7% | +89.6% | -58.9% | +13.9% |
| 3Y | +83.2% | +99.8% | -16.5% | +48.3% |
| 5Y | +47.0% | +100.9% | -53.9% | +14.8% |
| All | +110.8% | +710.3% | -599.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling