+65.5%
IEMG vs SMR
-14.3%
+79.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.7% | +16.9% | +2.2% |
| 7D | -1.3% | -11.2% | +9.9% | -0.7% |
| 30D | +1.9% | -10.2% | +12.1% | +2.3% |
| 3M | +1.4% | -10.0% | +11.4% | +1.6% |
| 6M | +15.2% | -30.5% | +45.6% | +16.5% |
| YTD | +23.8% | -39.2% | +63.1% | +25.6% |
| 1Y | +30.7% | -75.5% | +106.2% | +37.0% |
| 3Y | +83.3% | +45.4% | +37.8% | +67.5% |
| All | +65.5% | -14.3% | +79.9% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling