+144.3%
IEMG vs SMTC
+561.0%
-416.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +1.6% | +22.5% | -20.9% | -2.5% |
| 30D | +4.6% | +24.9% | -20.2% | -0.6% |
| 3M | +4.8% | +4.1% | +0.8% | +2.1% |
| 6M | +16.8% | +92.6% | -75.7% | -0.4% |
| YTD | +24.8% | +122.5% | -97.6% | +3.0% |
| 1Y | +34.3% | +166.2% | -131.9% | +6.0% |
| 3Y | +87.0% | +577.2% | -490.2% | +4.7% |
| 5Y | +49.9% | +119.0% | -69.0% | +8.2% |
| 10Y | +144.8% | +527.9% | -383.1% | +22.3% |
| All | +144.3% | +561.0% | -416.8% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling