+47.0%
IEMG vs SBAC
-45.4%
+92.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | -0.9% | -5.3% | +4.4% | -0.2% |
| 30D | +2.1% | +0.4% | +1.7% | +2.0% |
| 3M | +4.6% | -11.9% | +16.5% | +6.2% |
| 6M | +14.0% | -4.5% | +18.5% | +14.1% |
| YTD | +22.3% | -4.3% | +26.7% | +22.2% |
| 1Y | +30.7% | -3.9% | +34.6% | +30.3% |
| 3Y | +83.2% | -11.0% | +94.2% | +82.8% |
| 5Y | +47.0% | -44.1% | +91.1% | +59.0% |
| All | +47.0% | -45.4% | +92.3% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling