+38.3%
IEMG vs SAN
+58.9%
-20.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +2.2% | +1.8% | +0.5% | +1.4% |
| 30D | +4.6% | +2.0% | +2.6% | +3.7% |
| 3M | +0.4% | +19.7% | -19.4% | -7.4% |
| 6M | +16.4% | +30.6% | -14.3% | +3.1% |
| YTD | +25.4% | +28.8% | -3.4% | +10.3% |
| 1Y | +38.3% | +57.8% | -19.5% | +15.4% |
| All | +38.3% | +58.9% | -20.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling