+47.0%
IEMG vs SO
+57.1%
-10.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -0.9% | -1.1% | +0.3% | -0.8% |
| 30D | +2.1% | -3.7% | +5.9% | +2.4% |
| 3M | +4.6% | -5.9% | +10.5% | +4.9% |
| 6M | +14.0% | -7.3% | +21.4% | +14.6% |
| YTD | +22.3% | +3.1% | +19.2% | +21.3% |
| 1Y | +30.7% | -1.0% | +31.7% | +30.1% |
| 3Y | +83.2% | +43.2% | +40.0% | +70.4% |
| 5Y | +47.0% | +59.1% | -12.1% | +35.5% |
| All | +47.0% | +57.1% | -10.2% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling