+139.4%
IEMG vs SPYG
+759.4%
-620.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.4% |
| 7D | -0.9% | -1.8% | +1.0% | +0.5% |
| 30D | +2.1% | -1.9% | +4.0% | +3.6% |
| 3M | +4.6% | +5.2% | -0.6% | +0.9% |
| 6M | +14.0% | +15.6% | -1.5% | +3.0% |
| YTD | +22.3% | +12.4% | +9.9% | +12.7% |
| 1Y | +30.7% | +17.5% | +13.2% | +16.5% |
| 3Y | +83.2% | +98.1% | -14.9% | +7.6% |
| 5Y | +47.0% | +84.9% | -37.9% | -10.9% |
| 10Y | +139.9% | +417.7% | -277.8% | -45.9% |
| All | +139.4% | +759.4% | -620.0% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling