+145.6%
IEMG vs SAP
+266.3%
-120.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.7% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | +4.6% | +2.6% | +2.1% | +3.5% |
| 3M | +5.5% | +16.3% | -10.7% | -1.4% |
| 6M | +19.7% | +6.4% | +13.3% | +15.0% |
| YTD | +25.5% | -11.4% | +36.9% | +28.2% |
| 1Y | +35.5% | -20.4% | +55.9% | +44.3% |
| 3Y | +88.0% | +56.5% | +31.5% | +45.9% |
| 5Y | +50.6% | +56.8% | -6.2% | +14.1% |
| 10Y | +138.4% | +176.2% | -37.8% | +29.0% |
| All | +145.6% | +266.3% | -120.8% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling