+81.1%
IEMG vs SGI
+50.3%
+30.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.3% |
| 7D | -0.9% | -4.9% | +4.0% | +0.2% |
| 30D | +2.1% | +1.6% | +0.5% | +1.7% |
| 3M | +4.6% | -3.2% | +7.8% | +5.0% |
| 6M | +14.0% | -16.0% | +30.1% | +17.3% |
| YTD | +22.3% | -25.4% | +47.8% | +28.3% |
| 1Y | +30.7% | -21.6% | +52.3% | +35.4% |
| All | +81.1% | +50.3% | +30.8% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling