+13.9%
IEMG vs SMTC
+70.8%
-56.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.9% | +13.8% | +3.2% |
| 7D | -3.1% | -24.5% | +21.4% | +1.7% |
| 30D | -10.3% | -42.5% | +32.1% | -1.6% |
| 3M | -6.6% | -14.1% | +7.5% | -6.4% |
| 6M | -3.9% | +3.6% | -7.5% | -7.5% |
| YTD | +12.4% | +50.6% | -38.2% | +0.8% |
| 1Y | +13.9% | +72.2% | -58.4% | +0.1% |
| All | +13.9% | +70.8% | -56.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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