+38.3%
IEMG vs SAP
-19.8%
+58.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.7% |
| 7D | +2.2% | -2.9% | +5.1% | +2.3% |
| 30D | +4.6% | +9.0% | -4.4% | +4.5% |
| 3M | +0.4% | +14.9% | -14.6% | +2.1% |
| 6M | +16.4% | +11.9% | +4.5% | +18.2% |
| YTD | +25.4% | -9.9% | +35.3% | +29.7% |
| 1Y | +38.3% | -19.5% | +57.8% | +46.0% |
| All | +38.3% | -19.8% | +58.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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