+65.3%
IEMG vs PENG
+166.9%
-101.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.4% | -10.3% | +0.2% |
| 7D | -2.8% | -19.4% | +16.7% | -0.3% |
| 30D | -12.0% | -42.4% | +30.4% | -5.6% |
| 3M | -9.0% | -25.6% | +16.6% | -6.7% |
| 6M | -11.8% | +7.3% | -19.1% | -15.9% |
| YTD | +8.3% | +113.9% | -105.6% | -6.9% |
| 1Y | +9.6% | +93.6% | -83.9% | -4.7% |
| All | +65.3% | +166.9% | -101.6% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling