+140.8%
IEMG vs SGI
+270.1%
-129.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.3% | -4.5% | +3.2% | -0.4% |
| 30D | +1.9% | +4.2% | -2.3% | +1.0% |
| 3M | +1.4% | -7.4% | +8.9% | +2.6% |
| 6M | +15.2% | -15.1% | +30.2% | +18.0% |
| YTD | +23.8% | -24.7% | +48.5% | +29.4% |
| 1Y | +30.7% | -21.8% | +52.4% | +35.2% |
| 3Y | +83.3% | +50.0% | +33.2% | +65.8% |
| 5Y | +48.8% | +48.9% | -0.2% | +30.6% |
| All | +140.8% | +270.1% | -129.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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