+145.6%
IEMG vs SM
-20.7%
+166.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.6% | -0.2% |
| 7D | +2.8% | -0.2% | +2.9% | +2.8% |
| 30D | +4.6% | +31.5% | -26.9% | +2.1% |
| 3M | +5.5% | +17.3% | -11.8% | +3.6% |
| 6M | +19.7% | +48.5% | -28.8% | +14.5% |
| YTD | +25.5% | +106.3% | -80.7% | +16.3% |
| 1Y | +35.5% | +47.3% | -11.8% | +29.1% |
| 3Y | +88.0% | -1.4% | +89.4% | +82.4% |
| 5Y | +50.6% | +114.0% | -63.5% | +33.0% |
| 10Y | +138.4% | +12.5% | +125.9% | +83.3% |
| All | +145.6% | -20.7% | +166.3% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling