+140.8%
IEMG vs SBAC
+87.1%
+53.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +1.9% | +2.0% | -0.1% | +1.4% |
| 3M | +1.4% | -8.3% | +9.7% | +3.0% |
| 6M | +15.2% | +0.3% | +14.9% | +13.7% |
| YTD | +23.8% | -2.2% | +26.0% | +22.7% |
| 1Y | +30.7% | -4.6% | +35.3% | +30.1% |
| 3Y | +83.3% | -8.3% | +91.6% | +80.7% |
| 5Y | +48.8% | -42.8% | +91.6% | +64.9% |
| All | +140.8% | +87.1% | +53.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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