+139.4%
IEMG vs SIRI
+30.0%
+109.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -0.9% | -3.0% | +2.1% | -0.3% |
| 30D | +2.1% | +1.3% | +0.8% | +1.8% |
| 3M | +4.6% | +5.6% | -1.0% | +3.1% |
| 6M | +14.0% | +35.2% | -21.1% | +6.9% |
| YTD | +22.3% | +49.1% | -26.7% | +12.2% |
| 1Y | +30.7% | +26.8% | +3.9% | +23.3% |
| 3Y | +83.2% | -23.7% | +106.9% | +83.3% |
| 5Y | +47.0% | -41.8% | +88.8% | +48.6% |
| 10Y | +139.9% | -11.3% | +151.1% | +97.4% |
| All | +139.4% | +30.0% | +109.4% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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