+140.8%
IEMG vs SAP
+176.2%
-35.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | -4.1% | +2.8% | +0.1% |
| 30D | +1.9% | +1.1% | +0.8% | +1.4% |
| 3M | +1.4% | +26.1% | -24.7% | -7.5% |
| 6M | +15.2% | +9.8% | +5.4% | +9.7% |
| YTD | +23.8% | -13.6% | +37.4% | +27.8% |
| 1Y | +30.7% | -18.7% | +49.3% | +37.9% |
| 3Y | +83.3% | +54.1% | +29.2% | +43.9% |
| 5Y | +48.8% | +54.7% | -6.0% | +13.9% |
| All | +140.8% | +176.2% | -35.4% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling