+140.8%
IEMG vs SM
+23.0%
+117.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +4.6% | -5.8% | -1.6% |
| 30D | +1.9% | +18.2% | -16.3% | +0.5% |
| 3M | +1.4% | +22.5% | -21.1% | -0.5% |
| 6M | +15.2% | +50.6% | -35.4% | +10.4% |
| YTD | +23.8% | +108.1% | -84.3% | +15.3% |
| 1Y | +30.7% | +46.0% | -15.3% | +25.0% |
| 3Y | +83.3% | +2.9% | +80.4% | +77.6% |
| 5Y | +48.8% | +112.6% | -63.8% | +32.9% |
| All | +140.8% | +23.0% | +117.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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