+49.9%
IEMG vs PENG
+116.9%
-67.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +1.6% | +7.3% | -5.7% | +0.5% |
| 30D | +4.6% | -7.5% | +12.1% | +5.6% |
| 3M | +4.8% | -17.2% | +22.1% | +5.8% |
| 6M | +16.8% | +176.7% | -159.9% | -1.7% |
| YTD | +24.8% | +161.0% | -136.2% | +5.5% |
| 1Y | +34.3% | +108.8% | -74.5% | +16.3% |
| 3Y | +87.0% | +109.8% | -22.8% | +52.1% |
| 5Y | +49.9% | +111.7% | -61.8% | +19.0% |
| All | +49.9% | +116.9% | -67.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling