+94.8%
IEMG vs SITM
+4,789.7%
-4,694.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.5% |
| 7D | -1.3% | +3.9% | -5.1% | -1.8% |
| 30D | +1.9% | -6.6% | +8.5% | +2.6% |
| 3M | +1.4% | -11.9% | +13.3% | +1.9% |
| 6M | +15.2% | +81.1% | -66.0% | +4.3% |
| YTD | +23.8% | +80.0% | -56.2% | +11.4% |
| 1Y | +30.7% | +145.8% | -115.2% | +11.7% |
| 3Y | +83.3% | +475.9% | -392.6% | +31.3% |
| 5Y | +48.8% | +189.2% | -140.4% | +7.9% |
| All | +94.8% | +4,789.7% | -4,694.9% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling