+12.2%
IEMG vs SO
+5.1%
+7.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.1% |
| 7D | +2.7% | +1.4% | +1.3% | +3.1% |
| 30D | -5.7% | +4.7% | -10.4% | -4.5% |
| 3M | -8.8% | +1.7% | -10.5% | -8.4% |
| 6M | -8.9% | +2.2% | -11.1% | -8.7% |
| YTD | +11.2% | +10.0% | +1.2% | +12.7% |
| 1Y | +12.2% | +6.0% | +6.2% | +13.5% |
| All | +12.2% | +5.1% | +7.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling