+140.8%
IEMG vs STLA
+55.1%
+85.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.6% |
| 7D | -1.3% | -2.9% | +1.6% | -0.6% |
| 30D | +1.9% | +0.9% | +1.0% | +1.4% |
| 3M | +1.4% | -21.6% | +23.0% | +7.5% |
| 6M | +15.2% | -21.6% | +36.8% | +21.7% |
| YTD | +23.8% | -50.4% | +74.2% | +45.0% |
| 1Y | +30.7% | -43.6% | +74.2% | +46.4% |
| 3Y | +83.3% | -66.4% | +149.7% | +127.5% |
| 5Y | +48.8% | -62.3% | +111.1% | +73.0% |
| All | +140.8% | +55.1% | +85.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling