+47.0%
IEMG vs SM
+108.0%
-61.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -0.9% | +2.1% | -3.0% | -1.0% |
| 30D | +2.1% | +18.1% | -16.0% | +0.8% |
| 3M | +4.6% | +17.0% | -12.4% | +3.1% |
| 6M | +14.0% | +55.4% | -41.4% | +8.5% |
| YTD | +22.3% | +108.6% | -86.2% | +12.4% |
| 1Y | +30.7% | +45.7% | -15.0% | +24.6% |
| 3Y | +83.2% | -0.3% | +83.5% | +77.3% |
| 5Y | +47.0% | +113.0% | -66.1% | +27.7% |
| All | +47.0% | +108.0% | -61.0% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling