+66.9%
IEMG vs SMR
+7.6%
+59.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +1.6% | +13.1% | -11.5% | +0.8% |
| 30D | +4.6% | +17.8% | -13.1% | +3.4% |
| 3M | +4.8% | +8.1% | -3.3% | +3.9% |
| 6M | +16.8% | -11.1% | +27.9% | +16.5% |
| YTD | +24.8% | -23.7% | +48.6% | +24.9% |
| 1Y | +34.3% | -69.4% | +103.7% | +39.0% |
| 3Y | +87.0% | +82.6% | +4.4% | +68.6% |
| All | +66.9% | +7.6% | +59.3% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling