+140.8%
IEMG vs SO
+159.0%
-18.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | +1.9% | -5.0% | +6.9% | +3.1% |
| 3M | +1.4% | -5.8% | +7.2% | +2.6% |
| 6M | +15.2% | -7.9% | +23.1% | +17.0% |
| YTD | +23.8% | +2.4% | +21.4% | +22.3% |
| 1Y | +30.7% | -2.3% | +32.9% | +30.4% |
| 3Y | +83.3% | +41.9% | +41.4% | +62.9% |
| 5Y | +48.8% | +58.1% | -9.3% | +26.5% |
| All | +140.8% | +159.0% | -18.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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