+140.8%
IEMG vs PPG
+26.9%
+113.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.3% | -6.2% | +5.0% | +1.2% |
| 30D | +1.9% | -7.9% | +9.9% | +5.2% |
| 3M | +1.4% | -10.2% | +11.6% | +5.4% |
| 6M | +15.2% | +2.7% | +12.5% | +13.2% |
| YTD | +23.8% | +4.9% | +18.9% | +20.2% |
| 1Y | +30.7% | -3.2% | +33.8% | +30.5% |
| 3Y | +83.3% | -17.0% | +100.3% | +91.7% |
| 5Y | +48.8% | -23.3% | +72.1% | +56.6% |
| All | +140.8% | +26.9% | +113.9% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling