+83.3%
IEMG vs SPMO
+155.8%
-72.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -1.3% | -0.9% | -0.3% | -0.7% |
| 30D | +1.9% | -1.9% | +3.8% | +3.1% |
| 3M | +1.4% | -1.4% | +2.8% | +2.2% |
| 6M | +15.2% | +25.5% | -10.3% | +1.5% |
| YTD | +23.8% | +24.8% | -1.0% | +9.4% |
| 1Y | +30.7% | +24.5% | +6.2% | +15.6% |
| 3Y | +83.3% | +157.1% | -73.9% | +4.1% |
| All | +83.3% | +155.8% | -72.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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