+147.6%
IEMG vs SFM
+117.5%
+30.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.6% |
| 7D | +2.8% | -5.8% | +8.6% | +3.3% |
| 30D | +4.6% | -11.4% | +16.0% | +5.6% |
| 3M | +5.5% | -12.2% | +17.7% | +6.4% |
| 6M | +19.7% | -5.2% | +24.9% | +19.5% |
| YTD | +25.5% | -4.5% | +30.0% | +25.0% |
| 1Y | +35.5% | -45.4% | +80.9% | +41.9% |
| 3Y | +88.0% | +91.1% | -3.1% | +70.8% |
| 5Y | +50.6% | +226.8% | -176.2% | +26.7% |
| 10Y | +138.4% | +291.9% | -153.6% | +88.1% |
| All | +147.6% | +117.5% | +30.1% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling