+140.8%
IEMG vs SMTC
+548.2%
-407.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.3% |
| 7D | -1.3% | +13.1% | -14.4% | -3.7% |
| 30D | +1.9% | +19.5% | -17.5% | -2.1% |
| 3M | +1.4% | +2.2% | -0.8% | -0.8% |
| 6M | +15.2% | +94.9% | -79.7% | -1.4% |
| YTD | +23.8% | +127.0% | -103.1% | +2.6% |
| 1Y | +30.7% | +174.6% | -143.9% | +3.6% |
| 3Y | +83.3% | +615.9% | -532.6% | +3.3% |
| 5Y | +48.8% | +125.6% | -76.8% | +9.6% |
| All | +140.8% | +548.2% | -407.4% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling