+83.3%
IEMG vs SPYG
+98.4%
-15.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | -1.3% | -0.9% | -0.4% | -0.7% |
| 30D | +1.9% | -1.5% | +3.4% | +3.0% |
| 3M | +1.4% | +3.7% | -2.3% | -0.8% |
| 6M | +15.2% | +16.4% | -1.3% | +5.5% |
| YTD | +23.8% | +13.3% | +10.5% | +15.1% |
| 1Y | +30.7% | +17.9% | +12.8% | +18.9% |
| 3Y | +83.3% | +98.3% | -15.1% | +19.6% |
| All | +83.3% | +98.4% | -15.1% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling