+117.6%
IEMG vs SO
+267.0%
-149.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -5.7% | +4.7% | -10.4% | -6.9% |
| 3M | -8.8% | +1.7% | -10.5% | -9.3% |
| 6M | -8.9% | +2.2% | -11.1% | -9.8% |
| YTD | +11.2% | +10.0% | +1.2% | +7.6% |
| 1Y | +12.2% | +6.0% | +6.2% | +9.6% |
| 3Y | +68.5% | +54.1% | +14.4% | +45.4% |
| 5Y | +34.3% | +79.6% | -45.3% | +8.8% |
| 10Y | +131.1% | +195.5% | -64.4% | +54.4% |
| All | +117.6% | +267.0% | -149.4% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling