+145.4%
IEMG vs SBAC
+221.0%
-75.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.9% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +4.6% | +6.9% | -2.3% | +2.8% |
| 3M | +0.4% | -8.2% | +8.6% | +2.1% |
| 6M | +16.4% | -1.6% | +18.0% | +15.2% |
| YTD | +25.4% | -0.1% | +25.6% | +23.4% |
| 1Y | +38.3% | -0.5% | +38.7% | +35.9% |
| 3Y | +84.1% | -9.1% | +93.1% | +81.5% |
| 5Y | +49.0% | -43.8% | +92.8% | +67.9% |
| 10Y | +141.8% | +80.5% | +61.3% | +69.1% |
| All | +145.4% | +221.0% | -75.5% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling