+153.5%
IEMG vs SPMO
+562.6%
-409.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.8% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +2.1% | -0.7% | +2.8% | +2.6% |
| 3M | +4.6% | +2.8% | +1.8% | +2.5% |
| 6M | +14.0% | +24.4% | -10.4% | -1.0% |
| YTD | +22.3% | +24.2% | -1.8% | +6.3% |
| 1Y | +30.7% | +24.5% | +6.2% | +13.3% |
| 3Y | +83.2% | +155.6% | -72.4% | -3.2% |
| 5Y | +47.0% | +148.2% | -101.2% | -21.5% |
| 10Y | +139.9% | +514.8% | -374.9% | -22.1% |
| All | +153.5% | +562.6% | -409.1% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling