+84.8%
IEMG vs SO
+44.4%
+40.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.6% | -2.5% | +7.1% | +4.6% |
| 3M | +4.8% | -4.2% | +9.0% | +4.6% |
| 6M | +16.8% | -7.7% | +24.5% | +16.8% |
| YTD | +24.8% | +3.8% | +21.0% | +24.1% |
| 1Y | +34.3% | +0.1% | +34.3% | +33.6% |
| All | +84.8% | +44.4% | +40.4% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling