+24.9%
IEMG vs SOLS
+17.0%
+7.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | +1.9% | -1.0% | +2.9% | +2.0% |
| 3M | +1.4% | -24.1% | +25.5% | +5.9% |
| 6M | +15.2% | -18.0% | +33.1% | +18.1% |
| YTD | +23.8% | +27.1% | -3.2% | +24.3% |
| All | +24.9% | +17.0% | +7.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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