+13.9%
IEMG vs PPG
+38.5%
-24.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | -0.7% |
| 7D | -3.1% | +7.5% | -10.5% | -5.5% |
| 30D | -10.3% | +20.9% | -31.2% | -16.1% |
| 3M | -6.6% | +8.7% | -15.3% | -9.3% |
| 6M | -3.9% | +23.8% | -27.7% | -11.7% |
| YTD | +12.4% | +26.5% | -14.1% | +3.5% |
| 1Y | +13.9% | +37.6% | -23.7% | +4.3% |
| All | +13.9% | +38.5% | -24.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling