+47.0%
IEMG vs SPG
+103.4%
-56.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -2.2% | +1.3% | -0.3% |
| 30D | +2.1% | -5.8% | +7.9% | +3.8% |
| 3M | +4.6% | -2.8% | +7.4% | +5.0% |
| 6M | +14.0% | +8.9% | +5.2% | +10.5% |
| YTD | +22.3% | +14.3% | +8.1% | +16.6% |
| 1Y | +30.7% | +19.5% | +11.2% | +22.7% |
| 3Y | +83.2% | +106.9% | -23.6% | +41.9% |
| 5Y | +47.0% | +108.7% | -61.8% | +10.7% |
| All | +47.0% | +103.4% | -56.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling