+38.3%
IEMG vs SMR
-76.3%
+114.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +2.2% | +4.4% | -2.2% | +1.7% |
| 30D | +4.6% | +3.4% | +1.2% | +3.9% |
| 3M | +0.4% | -19.2% | +19.5% | +1.8% |
| 6M | +16.4% | -22.6% | +39.0% | +17.3% |
| YTD | +25.4% | -31.5% | +57.0% | +26.9% |
| 1Y | +38.3% | -73.1% | +111.4% | +46.2% |
| All | +38.3% | -76.3% | +114.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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