+13.9%
IEMG vs SITM
+47.5%
-33.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.4% | +10.3% | +2.1% |
| 7D | -3.1% | -19.5% | +16.4% | -0.4% |
| 30D | -10.3% | -43.2% | +32.9% | -3.8% |
| 3M | -6.6% | -30.8% | +24.2% | -3.0% |
| 6M | -3.9% | -28.6% | +24.7% | -0.8% |
| YTD | +12.4% | +14.2% | -1.8% | +10.0% |
| 1Y | +13.9% | +44.4% | -30.5% | +11.3% |
| All | +13.9% | +47.5% | -33.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling