+145.6%
IEMG vs SPG
+180.3%
-34.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +4.6% | -4.9% | +9.6% | +5.9% |
| 3M | +5.5% | +3.3% | +2.2% | +4.4% |
| 6M | +19.7% | +11.2% | +8.5% | +16.1% |
| YTD | +25.5% | +17.1% | +8.5% | +20.1% |
| 1Y | +35.5% | +21.6% | +13.9% | +28.3% |
| 3Y | +88.0% | +111.9% | -23.9% | +53.3% |
| 5Y | +50.6% | +106.9% | -56.3% | +21.7% |
| 10Y | +138.4% | +62.2% | +76.1% | +113.8% |
| All | +145.6% | +180.3% | -34.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling