+145.4%
IEMG vs SO
+245.5%
-100.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +4.6% | -4.6% | +9.2% | +5.8% |
| 3M | +0.4% | -3.0% | +3.4% | +0.9% |
| 6M | +16.4% | -8.3% | +24.6% | +18.5% |
| YTD | +25.4% | +3.5% | +21.9% | +23.4% |
| 1Y | +38.3% | -0.9% | +39.2% | +37.5% |
| 3Y | +84.1% | +45.4% | +38.7% | +61.3% |
| 5Y | +49.0% | +59.6% | -10.6% | +25.0% |
| 10Y | +141.8% | +156.6% | -14.8% | +69.8% |
| All | +145.4% | +245.5% | -100.0% | +45.4% |
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