+139.4%
IEMG vs SPXS
-99.9%
+239.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.5% |
| 7D | -0.9% | +6.4% | -7.2% | +1.0% |
| 30D | +2.1% | +6.0% | -3.9% | +4.0% |
| 3M | +4.6% | -11.6% | +16.2% | +1.8% |
| 6M | +14.0% | -28.7% | +42.8% | +5.8% |
| YTD | +22.3% | -26.3% | +48.6% | +15.1% |
| 1Y | +30.7% | -34.9% | +65.6% | +19.5% |
| 3Y | +83.2% | -79.5% | +162.7% | +29.6% |
| 5Y | +47.0% | -85.9% | +132.9% | +5.0% |
| 10Y | +139.9% | -99.5% | +239.4% | -23.2% |
| All | +139.4% | -99.9% | +239.3% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling