+140.8%
IEMG vs SFM
+271.4%
-130.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -1.3% | -10.6% | +9.3% | -0.5% |
| 30D | +1.9% | -15.5% | +17.4% | +3.0% |
| 3M | +1.4% | -17.4% | +18.8% | +2.6% |
| 6M | +15.2% | -3.4% | +18.6% | +14.7% |
| YTD | +23.8% | -8.7% | +32.5% | +23.8% |
| 1Y | +30.7% | -47.2% | +77.8% | +36.4% |
| 3Y | +83.3% | +82.7% | +0.6% | +68.9% |
| 5Y | +48.8% | +214.3% | -165.5% | +28.0% |
| All | +140.8% | +271.4% | -130.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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