+140.8%
IEMG vs SAN
+357.1%
-216.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.5% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +1.9% | +0.9% | +1.0% | +1.5% |
| 3M | +1.4% | +19.1% | -17.7% | -4.5% |
| 6M | +15.2% | +33.2% | -18.0% | +4.4% |
| YTD | +23.8% | +29.1% | -5.3% | +12.9% |
| 1Y | +30.7% | +50.2% | -19.6% | +13.1% |
| 3Y | +83.3% | +351.0% | -267.8% | +8.0% |
| 5Y | +48.8% | +394.7% | -345.9% | -18.1% |
| All | +140.8% | +357.1% | -216.3% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling