+48.3%
IEMG vs SMTC
+122.8%
-74.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.5% |
| 7D | -1.3% | +13.1% | -14.4% | -3.0% |
| 30D | +1.9% | +19.5% | -17.5% | -1.1% |
| 3M | +1.4% | +2.2% | -0.8% | -0.2% |
| 6M | +15.2% | +94.9% | -79.7% | +3.3% |
| YTD | +23.8% | +127.0% | -103.1% | +8.8% |
| 1Y | +30.7% | +174.6% | -143.9% | +11.5% |
| 3Y | +83.3% | +615.9% | -532.6% | +25.5% |
| All | +48.3% | +122.8% | -74.5% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling